iShares US Pharmaceuticals ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.06% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2432 | 15.49 | |
| 0.0913 | 26.32 | |
| 0.9700 | 408.61 | |
| 9.5759 | 3.87 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
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