iShares Ultra Short Duration Bond Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.01% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7392 | 5.89 | |
| 0.0771 | 74.30 | |
| 0.9884 | 470.46 | |
| 2.0021 | 33,367.83 |
Estimation Period:
Dec 13, 2013 to Feb 6, 2026
Dec 13, 2013 to Feb 6, 2026
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