iShares U.S. Broker-Dealers & Securities Exchanges ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.25% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 5.61 | |
| 0.0988 | 40.51 | |
| 0.8635 | 306.44 | |
| 0.8298 | 30.89 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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