iShares MSCI Israel ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.88% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9418 | 5.30 | |
| 0.0718 | 29.85 | |
| 0.9871 | 372.35 | |
| 6.3892 | 5.20 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
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