iShares US Transportation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.57% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9245 | 12.26 | |
| 0.0733 | 24.56 | |
| 0.9787 | 540.12 | |
| 8.6514 | 3.90 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
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