iShares Russell Top 200 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.07% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0065 | 9.71 | |
| 0.1224 | 30.83 | |
| 0.9738 | 334.54 | |
| 7.0757 | 6.81 |
Estimation Period:
Sep 28, 2009 to Feb 13, 2026
Sep 28, 2009 to Feb 13, 2026
Other iShares Russell Top 200 Value ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs