Baron First Principles ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.54%
increased by 1.50%
1 Week
18.38%
increased by 1.34%
1 Month
17.93%
increased by 0.89%
Analysis last updated: Friday, June 12, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1667 | 1.91 | |
| 0.0287 | 0.21 | |
| 0.9349 | 5.50 | |
| 9.6815 | 0.06 |
Estimation Period:
Dec 15, 2025 to Jun 12, 2026
Dec 15, 2025 to Jun 12, 2026
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