iShares U.S. Insurance ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.50% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0225 | 6.29 | |
| 0.8386 | 168.94 | |
| 0.1750 | 30.17 | |
| 0.0224 | 3.49 | |
| 0.0621 | 3.00 | |
| 0.9250 | 37.09 |
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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