FT VT US SM CP MO B ETF NOV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.71% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4924 | 4.10 | |
| 0.0929 | 11.00 | |
| 0.9711 | 165.50 | |
| 5.1242 | 3.53 |
Estimation Period:
Nov 20, 2023 to Feb 13, 2026
Nov 20, 2023 to Feb 13, 2026
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