Sequoia Global Value ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.68%
increased by 0.16%
1 Week
12.67%
increased by 0.15%
1 Month
12.67%
increased by 0.15%
Analysis last updated: Friday, May 22, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6366 | 16.39 | |
| 0.1242 | 4.58 | |
| 0.5976 | 15.95 | |
| 6.5432 | 0.95 |
Estimation Period:
Jan 18, 2024 to May 22, 2026
Jan 18, 2024 to May 22, 2026
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