iShares MSCI Agriculture Producers ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.56% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2233 | 6.50 | |
| 0.0792 | 23.30 | |
| 0.9818 | 320.84 | |
| 6.8534 | 4.45 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
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