iShares iBonds Dec 2026 Term Corporate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.04% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8026 | 8,025,600.00 | |
| 0.0184 | 184,010.00 | |
| 0.3581 | 3,580,780.00 | |
| 0.0046 | 2.27 | |
| 1.0000 | 38.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 19, 2016 to Feb 6, 2026
Sep 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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