iShares ESG Aware 80/20 Aggressive Allocation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.92% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6885 | 7.97 | |
| 0.0812 | 13.28 | |
| 0.9716 | 235.55 | |
| 9.1107 | 2.03 |
Estimation Period:
Jun 22, 2020 to Feb 6, 2026
Jun 22, 2020 to Feb 6, 2026
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