iShares ESG Aware MSCI USA Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.02% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8815 | 7.71 | |
| 0.1067 | 16.34 | |
| 0.9715 | 220.03 | |
| 8.7701 | 2.97 |
Estimation Period:
May 15, 2018 to Feb 6, 2026
May 15, 2018 to Feb 6, 2026
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