iShares US Aerospace & Defense ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.61% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7503 | 10.93 | |
| 0.0835 | 31.56 | |
| 0.9825 | 534.85 | |
| 8.6009 | 5.01 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
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