iShares MSCI World ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.07% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1493 | 8.07 | |
| 0.1017 | 35.60 | |
| 0.9780 | 326.11 | |
| 4.2277 | 20.34 |
Estimation Period:
Jan 12, 2012 to Feb 6, 2026
Jan 12, 2012 to Feb 6, 2026
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