iShares U.S. Insurance ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.06% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7879 | 8.21 | |
| 0.1024 | 31.86 | |
| 0.9835 | 454.06 | |
| 7.4913 | 6.59 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
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