Thornburg Internatnl EQY ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.34% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8175 | 9.31 | |
| 0.1870 | 4.59 | |
| 0.6527 | 15.35 | |
| 6.1275 | 1.06 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
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