iShares US Regional Banks ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.55% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0142 | -4.67 | |
| 0.0943 | 33.56 | |
| 0.8976 | 321.70 | |
| 0.7898 | 34.71 |
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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