iShares Morningstar Mid-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.55% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3351 | 10.15 | |
| 0.1040 | 32.51 | |
| 0.9836 | 540.46 | |
| 9.9603 | 4.62 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
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