iShares Morningstar Small-Cap Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.36% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8975 | 10.91 | |
| 0.0795 | 23.65 | |
| 0.9819 | 464.27 | |
| 11.3483 | 2.92 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
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