Applied Finance Valuation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.35% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9755 | 7.01 | |
| 0.0830 | 13.94 | |
| 0.9748 | 270.16 | |
| 7.6349 | 2.74 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
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