iShares S&P Small-Cap 600 Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.88% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8836 | 7.95 | |
| 0.0811 | 19.16 | |
| 0.9809 | 342.38 | |
| 9.7938 | 2.84 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
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