iShares S&P Mid-Cap 400 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.65% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5651 | 12.65 | |
| 0.0938 | 32.46 | |
| 0.9829 | 592.46 | |
| 11.1119 | 4.26 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
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