iShares US Consumer Discretionary ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.93% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6529 | 11.85 | |
| 0.0930 | 44.03 | |
| 0.9892 | 954.83 | |
| 9.4922 | 8.18 |
Estimation Period:
Jun 28, 2000 to Feb 13, 2026
Jun 28, 2000 to Feb 13, 2026
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