iShares Large Cap Moderate Quarterly Laddered ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.62% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4226 | 2.90 | |
| 0.1600 | 17.17 | |
| 0.9642 | 79.84 | |
| 3.6746 | 8.31 |
Estimation Period:
Jul 4, 2023 to Feb 6, 2026
Jul 4, 2023 to Feb 6, 2026
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