iShares US Regional Banks ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.54% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4024 | 5.57 | |
| 0.0851 | 41.30 | |
| 0.9912 | 629.35 | |
| 6.2018 | 9.28 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
Other iShares US Regional Banks ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs