Alphaedge Large CP Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.92% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8022 | 2.41 | |
| 0.0628 | 7.26 | |
| 0.9541 | 73.65 | |
| 4.6296 | 1.17 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
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