iShares MSCI USA Value Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.64% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2519 | 8.16 | |
| 0.1047 | 29.40 | |
| 0.9791 | 318.61 | |
| 7.4199 | 5.56 |
Estimation Period:
Apr 18, 2013 to Feb 13, 2026
Apr 18, 2013 to Feb 13, 2026
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