iShares Morningstar Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.49% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0656 | 8.42 | |
| 0.1050 | 32.47 | |
| 0.9812 | 406.78 | |
| 7.2425 | 6.36 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
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