iShares U.S. Consumer Focused ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.04% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 3.46 | |
| 0.1106 | 15.64 | |
| 0.8558 | 111.48 | |
| 0.4774 | 6.78 |
Estimation Period:
Mar 23, 2018 to Feb 13, 2026
Mar 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares U.S. Consumer Focused ETF Analyses
Other AGARCH Analyses on ETFs