Principal US Mega-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.61% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1121 | 7.66 | |
| 0.1278 | 21.50 | |
| 0.9682 | 213.64 | |
| 6.5442 | 5.37 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
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