Day Hagan Smart Sector International ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.65% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7884 | 5.36 | |
| 0.0612 | 6.51 | |
| 0.9532 | 111.41 | |
| 6.1214 | 1.45 |
Estimation Period:
Jul 4, 2022 to Feb 6, 2026
Jul 4, 2022 to Feb 6, 2026
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