Virtus Reaves Utilities ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.15% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7434 | 4.59 | |
| 0.0636 | 35.56 | |
| 0.9897 | 378.75 | |
| 3.7600 | 19.65 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
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