iShares International Equity F Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.97% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0314 | 6.89 | |
| 0.0959 | 17.55 | |
| 0.9676 | 201.59 | |
| 6.0133 | 4.39 |
Estimation Period:
May 4, 2015 to Feb 13, 2026
May 4, 2015 to Feb 13, 2026
Other iShares International Equity F Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs