Evolve Fangma Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.37% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4657 | 3.98 | |
| 0.0516 | 12.56 | |
| 0.9878 | 317.71 | |
| 6.7234 | 2.30 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
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