Ishares Msci Glbl QUA FR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.85% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8795 | 4.28 | |
| 0.0656 | 8.93 | |
| 0.9535 | 127.58 | |
| 4.8554 | 1.59 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
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