Rockefeller New York Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.72% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1257 | 3.59 | |
| 0.2571 | 9.06 | |
| 0.9111 | 39.05 | |
| 4.6065 | 4.07 |
Estimation Period:
Aug 13, 2024 to Feb 13, 2026
Aug 13, 2024 to Feb 13, 2026
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