Alps Smith Core Plus BND ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.24% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1364 | 8.29 | |
| 0.0317 | 8.70 | |
| 0.9990 | 366.20 | |
| 11.9445 | 0.68 |
Estimation Period:
Dec 6, 2023 to Feb 6, 2026
Dec 6, 2023 to Feb 6, 2026
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