Touchstone Sands Capi US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.43% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1760 | 2.40 | |
| 0.0914 | 6.54 | |
| 0.9674 | 90.44 | |
| 5.1061 | 1.54 |
Estimation Period:
Jan 3, 2025 to Feb 6, 2026
Jan 3, 2025 to Feb 6, 2026
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