iShares MSCI USA Quality Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.53% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1251 | 6.56 | |
| 0.1293 | 27.35 | |
| 0.9790 | 278.91 | |
| 7.1171 | 6.05 |
Estimation Period:
Jul 18, 2013 to Feb 6, 2026
Jul 18, 2013 to Feb 6, 2026
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