iShares Select Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.55% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -3.18 | |
| 0.0988 | 36.18 | |
| 0.8797 | 299.30 | |
| 0.5632 | 28.62 |
Estimation Period:
Nov 7, 2003 to Feb 6, 2026
Nov 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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