iShares US Consumer Staples ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.69% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8048 | 15.21 | |
| 0.0973 | 32.78 | |
| 0.9739 | 473.90 | |
| 8.6400 | 5.80 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
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