iShares Russell 3000 ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
15.44%
decreased by 1.18%
1 Week
15.55%
decreased by 1.07%
1 Month
15.95%
decreased by 0.67%
Analysis last updated: Thursday, June 25, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4902 | 6.73 | |
| 0.1023 | 34.18 | |
| 0.9874 | 480.24 | |
| 7.9320 | 6.34 |
Estimation Period:
May 29, 2000 to Jun 18, 2026
May 29, 2000 to Jun 18, 2026
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