Ishares Conv Bond Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.44% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3226 | 11.68 | |
| 0.1349 | 18.86 | |
| 0.9246 | 146.85 | |
| 4.9555 | 7.03 |
Estimation Period:
Jun 14, 2011 to Feb 6, 2026
Jun 14, 2011 to Feb 6, 2026
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