iShares S&P 500 Value ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.48% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4013 | 6.65 | |
| 0.1053 | 37.49 | |
| 0.9868 | 455.60 | |
| 7.6001 | 6.95 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
Other iShares S&P 500 Value ETF Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs