iShares MSCI USA Momentum Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.40% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5676 | 7.24 | |
| 0.1364 | 26.25 | |
| 0.9760 | 269.16 | |
| 7.4572 | 5.51 |
Estimation Period:
Apr 18, 2013 to Feb 13, 2026
Apr 18, 2013 to Feb 13, 2026
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