Ishares Conv Bond Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.78% (-6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7136 | 7,136,300.00 | |
| 0.0364 | 363,700.00 | |
| 0.5000 | 5,000,000.00 | |
| 5.1375 | 17.35 | |
| 0.4680 | 17.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 14, 2011 to Feb 6, 2026
Jun 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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