Touchstone Ultra Shrt IN ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.01% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 4.04 | |
| 0.0273 | 8.82 | |
| 0.9910 | 557.66 | |
| 4.2568 | 5.26 |
Estimation Period:
Aug 10, 2022 to Feb 6, 2026
Aug 10, 2022 to Feb 6, 2026
Other Touchstone Ultra Shrt IN ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs