SGI Enhanced Core ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.67% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 4.08 | |
| 0.1675 | 5.53 | |
| 0.8443 | 31.89 | |
| 3.8819 | 2.86 |
Estimation Period:
Feb 29, 2024 to Feb 13, 2026
Feb 29, 2024 to Feb 13, 2026
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