iShares Russell 2000 Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.67% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3564 | 12.85 | |
| 0.0811 | 28.86 | |
| 0.9855 | 592.22 | |
| 15.8337 | 2.54 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
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