iShares Core S&P 500 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.19% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5942 | 5.26 | |
| 0.1078 | 33.39 | |
| 0.9888 | 435.61 | |
| 7.4569 | 6.80 |
Estimation Period:
May 19, 2000 to Feb 6, 2026
May 19, 2000 to Feb 6, 2026
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