iShares U.S. Equity Factor Rotation Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.03% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3701 | 7.99 | |
| 0.1364 | 19.15 | |
| 0.9662 | 200.92 | |
| 7.7478 | 4.23 |
Estimation Period:
Mar 21, 2019 to Feb 6, 2026
Mar 21, 2019 to Feb 6, 2026
Other iShares U.S. Equity Factor Rotation Active ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs