iShares MSCI USA Min Vol Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.67% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5967 | 10.09 | |
| 0.1279 | 24.88 | |
| 0.9647 | 236.45 | |
| 7.7651 | 4.59 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
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