iShares ESG MSCI USA Leaders ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.37% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3620 | 7.16 | |
| 0.1158 | 19.57 | |
| 0.9685 | 182.46 | |
| 7.0232 | 4.11 |
Estimation Period:
May 10, 2019 to Feb 6, 2026
May 10, 2019 to Feb 6, 2026
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