iShares U.S. Basic Materials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.15% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3425 | 11.68 | |
| 0.0751 | 40.75 | |
| 0.9885 | 870.17 | |
| 8.4574 | 7.35 |
Estimation Period:
Jun 20, 2000 to Feb 13, 2026
Jun 20, 2000 to Feb 13, 2026
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