iShares Russell 2000 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.92% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2429 | 10.98 | |
| 0.0842 | 29.71 | |
| 0.9862 | 579.09 | |
| 13.9743 | 3.01 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
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