iShares Mortgage Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.82% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2480 | 6.51 | |
| 0.1202 | 57.95 | |
| 0.9942 | 1,218.41 | |
| 6.8506 | 10.55 |
Estimation Period:
May 4, 2007 to Feb 6, 2026
May 4, 2007 to Feb 6, 2026
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