iShares Core S&P U.S. Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.89% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1174 | 9.85 | |
| 0.1016 | 36.22 | |
| 0.9815 | 463.61 | |
| 7.1961 | 7.73 |
Estimation Period:
Aug 4, 2000 to Feb 13, 2026
Aug 4, 2000 to Feb 13, 2026
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