iShares Russell 2000 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.32% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8230 | 13.14 | |
| 0.0865 | 28.25 | |
| 0.9820 | 566.65 | |
| 11.8727 | 3.46 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
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