Stratified Largecap Index Etf GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.37% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0916 | 8.32 | |
| 0.1211 | 17.82 | |
| 0.9647 | 197.39 | |
| 8.1294 | 3.29 |
Estimation Period:
Jan 4, 2019 to Feb 6, 2026
Jan 4, 2019 to Feb 6, 2026
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