Virtus Private Credit Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.02% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9840 | 5.53 | |
| 0.1722 | 24.71 | |
| 0.9702 | 175.70 | |
| 6.0450 | 6.23 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
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