Ishares LRG CP MX BFR JN ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.96% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0997 | 6.07 | |
| 0.1109 | 23.86 | |
| 0.9880 | 557.89 | |
| 5.1611 | 6.54 |
Estimation Period:
Jul 1, 2024 to Feb 13, 2026
Jul 1, 2024 to Feb 13, 2026
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