iShares Micro-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.24% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1282 | 10.28 | |
| 0.0792 | 29.52 | |
| 0.9850 | 493.48 | |
| 10.7174 | 3.62 |
Estimation Period:
Aug 16, 2005 to Feb 6, 2026
Aug 16, 2005 to Feb 6, 2026
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