TCW Transform Supply Chain ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.47% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3025 | 8.27 | |
| 0.0658 | 6.51 | |
| 0.9297 | 120.77 | |
| 7.3942 | 1.02 |
Estimation Period:
Feb 16, 2023 to Feb 13, 2026
Feb 16, 2023 to Feb 13, 2026
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