Amplify Samsung Sofr ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.77% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 4.44 | |
| 0.0813 | 125.72 | |
| 0.9990 | 4,233.05 | |
| 3.7824 | 163.54 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
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