Ishares IBD 30 TM HG YL N IN MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.66% (+3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7499 | 7,498,890.00 | |
| 0.0001 | 1,110.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3976 | 3,975,720.00 | |
| 0.0108 | 108,410.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jun 26, 2023 to Feb 6, 2026
Jun 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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