iShares Trust iShares ESG Advanced High Yield GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:620.60% (-8.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8189 | 17.20 | |
| 0.0881 | 105.00 | |
| 0.9985 | 11,218.91 | |
| 2.0000 | 20,000,060.00 |
Estimation Period:
Jun 17, 2016 to Feb 13, 2026
Jun 17, 2016 to Feb 13, 2026
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