Themes Cybersecurity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.80% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0035 | 9.49 | |
| 0.0628 | 4.49 | |
| 0.9238 | 55.65 | |
| 8.4078 | 0.76 |
Estimation Period:
Dec 8, 2023 to Feb 6, 2026
Dec 8, 2023 to Feb 6, 2026
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