iShares Large Cap Deep Quarterly Laddered ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.63% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4003 | 3.56 | |
| 0.1131 | 11.58 | |
| 0.9685 | 111.82 | |
| 4.7612 | 4.35 |
Estimation Period:
Jul 4, 2023 to Feb 6, 2026
Jul 4, 2023 to Feb 6, 2026
Other iShares Large Cap Deep Quarterly Laddered ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs