iShares S&P 100 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.58% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7283 | 4.71 | |
| 0.0992 | 38.61 | |
| 0.9912 | 516.26 | |
| 6.5217 | 8.77 |
Estimation Period:
Oct 27, 2000 to Feb 6, 2026
Oct 27, 2000 to Feb 6, 2026
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