iShares U.S. Industry Rotation Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.84% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1549 | 3.13 | |
| 0.0929 | 8.48 | |
| 0.9560 | 78.22 | |
| 4.4113 | 2.67 |
Estimation Period:
Mar 29, 2024 to Feb 6, 2026
Mar 29, 2024 to Feb 6, 2026
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