iShares U.S. Consumer Focused ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.54% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2587 | 9.02 | |
| 0.1006 | 20.93 | |
| 0.9740 | 297.77 | |
| 6.4801 | 6.66 |
Estimation Period:
Mar 23, 2018 to Feb 13, 2026
Mar 23, 2018 to Feb 13, 2026
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