VanEck Retail ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.33% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3707 | 11.46 | |
| 0.0849 | 32.08 | |
| 0.9851 | 663.78 | |
| 10.5869 | 4.33 |
Estimation Period:
May 17, 2001 to Feb 6, 2026
May 17, 2001 to Feb 6, 2026
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