iShares Russell 3000 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.44% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5000 | 6.65 | |
| 0.1030 | 34.12 | |
| 0.9875 | 479.36 | |
| 7.9280 | 6.36 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
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