iShares Morningstar Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.06% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8036 | 10.46 | |
| 0.0846 | 28.57 | |
| 0.9853 | 577.54 | |
| 11.0970 | 3.69 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
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