Lazard US Systematic SMA ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.33% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0516 | 4.64 | |
| 0.1540 | 0.48 | |
| 0.3874 | 1.26 | |
| 15.4104 | 0.07 |
Estimation Period:
Sep 15, 2025 to Feb 6, 2026
Sep 15, 2025 to Feb 6, 2026
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