Segall Bryant & Hamill Select Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.07% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9175 | 5.97 | |
| 0.0804 | 7.01 | |
| 0.9432 | 152.84 | |
| 6.1793 | 1.53 |
Estimation Period:
Aug 30, 2023 to Feb 13, 2026
Aug 30, 2023 to Feb 13, 2026
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