Ishares US Manufacturing ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.81% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8291 | 3.75 | |
| 0.0654 | 5.79 | |
| 0.9594 | 140.72 | |
| 6.2650 | 1.02 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
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