Thrivent Small-Mid Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.69% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7066 | 7.25 | |
| 0.0535 | 6.17 | |
| 0.9500 | 122.13 | |
| 7.5470 | 0.92 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
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