Ishares Larg CP MX B MAR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.26% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3539 | 6.17 | |
| 0.1059 | 10.08 | |
| 0.9990 | 2,830.03 | |
| 3.1967 | 7.83 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
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