iShares Russell 1000 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.21% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5370 | 5.83 | |
| 0.1036 | 34.22 | |
| 0.9884 | 463.62 | |
| 7.4922 | 6.72 |
Estimation Period:
May 19, 2000 to Feb 13, 2026
May 19, 2000 to Feb 13, 2026
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