iShares U.S. Equity Factor Rotation Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.43% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8378 | 113.68 | |
| 0.1887 | 21.22 | |
| 0.2582 | 0.35 | |
| 0.3724 | 0.34 | |
| 0.4076 | 0.24 |
Estimation Period:
Mar 21, 2019 to Feb 6, 2026
Mar 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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