iShares International Developed Small Cap Value Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.56% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0001 | 6.45 | |
| 0.0534 | 8.98 | |
| 0.9755 | 326.92 | |
| 8.5815 | 1.29 |
Estimation Period:
Mar 30, 2021 to Feb 6, 2026
Mar 30, 2021 to Feb 6, 2026
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