First Trust Blmberg R&D Ldrs GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.82% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7321 | 3.55 | |
| 0.0979 | 6.05 | |
| 0.9494 | 102.24 | |
| 5.0765 | 1.89 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
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