Virtus Duff & Phelps Clean Energy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.65% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8608 | 8.60 | |
| 0.0643 | 6.53 | |
| 0.9337 | 95.47 | |
| 7.1383 | 1.24 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
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