Ishares S&P 500 3 Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.67% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5600 | 15.96 | |
| 0.1499 | 1.82 | |
| 0.0000 | 0.00 | |
| 6.5233 | 0.58 |
Estimation Period:
Apr 16, 2025 to Feb 6, 2026
Apr 16, 2025 to Feb 6, 2026
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