Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:11.48% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7082 | 5.63 | |
| 0.1689 | 11.40 | |
| 0.9369 | 77.27 | |
| 5.9858 | 3.63 |
Estimation Period:
Nov 4, 2019 to Feb 13, 2026
Nov 4, 2019 to Feb 13, 2026
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