Day Hagan Smart Sector ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.98% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0521 | 10.93 | |
| 0.1260 | 18.22 | |
| 0.9478 | 163.96 | |
| 7.4762 | 3.52 |
Estimation Period:
Jan 20, 2020 to Feb 6, 2026
Jan 20, 2020 to Feb 6, 2026
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