iShares Core S&P Mid-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.56% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7560 | 10.31 | |
| 0.0973 | 30.72 | |
| 0.9858 | 602.94 | |
| 12.5388 | 3.64 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
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