iShares Core S&P Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.66% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8707 | 15.32 | |
| 0.0829 | 29.42 | |
| 0.9811 | 591.73 | |
| 12.9483 | 3.25 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
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