iShares US Regional Banks ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.14% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0264 | 9.75 | |
| 0.8631 | 227.31 | |
| 0.1468 | 28.67 | |
| 0.0170 | 5.15 | |
| 0.0352 | 5.83 | |
| 0.9603 | 132.13 |
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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