Ishares Large CAP MAX BU ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.65% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3029 | 105.21 | |
| 0.3921 | 100.78 | |
| 0.5000 | 54.33 | |
| 0.0000 | 0.01 | |
| 0.4116 | 86.94 | |
| 0.2959 | 17.73 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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