iShares US Utilities ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.87% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 18.84 | |
| 0.0866 | 32.14 | |
| 0.8891 | 303.95 | |
| 0.2898 | 14.93 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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