iShares U.S. Home Construction ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.13% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6245 | 6.38 | |
| 0.0620 | 33.58 | |
| 0.9936 | 881.65 | |
| 8.6868 | 5.48 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
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