iShares U.S. Insurance ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.36% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.17 | |
| 0.1091 | 38.50 | |
| 0.8670 | 304.33 | |
| 0.6746 | 28.98 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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