Virtus Newfleet Securitized Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.60% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 4.71 | |
| 0.0651 | 30.02 | |
| 0.9915 | 561.42 | |
| 4.2754 | 13.50 |
Estimation Period:
Feb 10, 2021 to Feb 13, 2026
Feb 10, 2021 to Feb 13, 2026
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