iShares MSCI Peru and Global Exposure ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.03% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4448 | 5.30 | |
| 0.0781 | 25.51 | |
| 0.9869 | 427.44 | |
| 6.4483 | 5.40 |
Estimation Period:
Jun 22, 2009 to Feb 13, 2026
Jun 22, 2009 to Feb 13, 2026
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