TCW Transform 500 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.54% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0135 | 6.99 | |
| 0.0803 | 13.34 | |
| 0.9769 | 270.60 | |
| 7.7895 | 2.72 |
Estimation Period:
Jun 23, 2021 to Feb 6, 2026
Jun 23, 2021 to Feb 6, 2026
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