iShares Russell Mid-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3296 | 9.62 | |
| 0.1071 | 31.93 | |
| 0.9841 | 512.84 | |
| 10.8176 | 3.95 |
Estimation Period:
Aug 3, 2001 to Feb 6, 2026
Aug 3, 2001 to Feb 6, 2026
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