iShares Short-Term California Muni Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.05% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 10.36 | |
| 0.2501 | 6.77 | |
| 0.5325 | 15.26 | |
| 3.6963 | 4.59 |
Estimation Period:
Jul 13, 2023 to Feb 13, 2026
Jul 13, 2023 to Feb 13, 2026
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