Ishares High YLD MN Actv ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.21% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3223 | 3.94 | |
| 0.2789 | 18.54 | |
| 0.9714 | 122.33 | |
| 6.8124 | 4.49 |
Estimation Period:
Feb 10, 2025 to Feb 6, 2026
Feb 10, 2025 to Feb 6, 2026
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