iShares MSCI International Momentum Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.37% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1219 | 7.66 | |
| 0.0826 | 21.66 | |
| 0.9706 | 217.72 | |
| 4.4999 | 9.99 |
Estimation Period:
Jan 26, 2015 to Feb 6, 2026
Jan 26, 2015 to Feb 6, 2026
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