Blackrock ESG CAP AL TRM TRT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.81% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0508 | 5.50 | |
| 0.0725 | 9.49 | |
| 0.9720 | 152.74 | |
| 5.7581 | 3.59 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
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