iShares US Financials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.81% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7813 | 4.44 | |
| 0.1067 | 39.04 | |
| 0.9915 | 502.54 | |
| 7.2221 | 7.57 |
Estimation Period:
May 31, 2000 to Feb 13, 2026
May 31, 2000 to Feb 13, 2026
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