iShares Russell 1000 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.67% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2572 | 8.02 | |
| 0.1065 | 36.15 | |
| 0.9848 | 452.57 | |
| 8.3248 | 6.05 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
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