iShares Morningstar Mid-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.59% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3128 | 10.30 | |
| 0.1014 | 35.10 | |
| 0.9855 | 632.55 | |
| 10.2318 | 4.54 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
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