iShares MSCI International Value Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6,036,628.89% (-574,285.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0838 | 10.06 | |
| 0.1991 | 140.88 | |
| 0.9980 | 4,965.20 | |
| 2.0000 | 2,000,000.00 |
Estimation Period:
Jul 15, 2015 to Feb 12, 2026
Jul 15, 2015 to Feb 12, 2026
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