Baron First Principles ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.41%
increased by 0.02%
1 Week
16.40%
increased by 0.01%
1 Month
16.37%
decreased by 0.02%
Analysis last updated: Friday, May 22, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0559 | 2.66 | |
| 0.0335 | 0.26 | |
| 0.9409 | 7.10 | |
| 11.1913 | 0.06 |
Estimation Period:
Dec 15, 2025 to May 22, 2026
Dec 15, 2025 to May 22, 2026
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