Rayliant Wilshire NxtGen US Large Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.58% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2464 | 4.03 | |
| 0.0958 | 11.89 | |
| 0.9742 | 188.25 | |
| 6.2928 | 2.45 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
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