iShares Morningstar Small-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.30% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8241 | 9.44 | |
| 0.0832 | 29.25 | |
| 0.9867 | 594.03 | |
| 10.7809 | 3.66 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
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