Ishares IBO OCT 2031 T T ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.83% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0528 | 6.31 | |
| 0.9591 | 160.71 | |
| -0.0528 | -6.31 | |
| 0.0757 | 0.05 | |
| 0.1346 | 0.05 | |
| 0.2411 | 0.01 |
Estimation Period:
Sep 22, 2023 to Feb 6, 2026
Sep 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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