iShares International Small GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.44% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0911 | 7.37 | |
| 0.0750 | 24.73 | |
| 0.9769 | 272.19 | |
| 4.8310 | 8.81 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
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