iShares S&P Small-Cap 600 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.52% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8677 | 13.73 | |
| 0.0775 | 28.68 | |
| 0.9836 | 617.09 | |
| 12.7295 | 3.03 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
Other iShares S&P Small-Cap 600 Value ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs