Natixis Vaughan Nelson Select ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.22% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1953 | 8.50 | |
| 0.0899 | 12.88 | |
| 0.9637 | 217.75 | |
| 7.7807 | 2.56 |
Estimation Period:
Sep 17, 2020 to Feb 13, 2026
Sep 17, 2020 to Feb 13, 2026
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