iShares MSCI International Quality Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.50% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0725 | 7.78 | |
| 0.0875 | 25.35 | |
| 0.9756 | 253.81 | |
| 4.9312 | 10.79 |
Estimation Period:
Jan 15, 2015 to Feb 6, 2026
Jan 15, 2015 to Feb 6, 2026
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