Rockefeller US Sml-Md CP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.02% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5583 | 2.62 | |
| 0.0477 | 2.71 | |
| 0.9369 | 66.25 | |
| 4.9858 | 0.60 |
Estimation Period:
Oct 11, 2024 to Feb 13, 2026
Oct 11, 2024 to Feb 13, 2026
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