iShares MSCI Global Min Vol Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.93% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5214 | 9.35 | |
| 0.1162 | 25.62 | |
| 0.9744 | 326.98 | |
| 8.1131 | 4.60 |
Estimation Period:
Oct 20, 2011 to Feb 13, 2026
Oct 20, 2011 to Feb 13, 2026
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