Virtus Newfleet Short Duration High Yield Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.42% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 5.36 | |
| 0.1041 | 34.54 | |
| 0.9857 | 387.75 | |
| 4.6616 | 13.17 |
Estimation Period:
Dec 6, 2016 to Feb 6, 2026
Dec 6, 2016 to Feb 6, 2026
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