iShares Morningstar US Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.35% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0944 | 6.66 | |
| 0.0987 | 31.73 | |
| 0.9850 | 428.28 | |
| 6.5543 | 7.19 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
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