iShares High Yield Systematic Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.15% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0750 | 750,100.00 | |
| -0.1500 | -1,500,000.00 | |
| 0.0977 | 8.60 | |
| 0.3000 | 13.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 13, 2017 to Feb 6, 2026
Jul 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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