iShares North American Natural Resources ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.17% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 5.13 | |
| 0.0712 | 24.80 | |
| 0.9119 | 307.15 | |
| 0.6339 | 19.29 |
Estimation Period:
Nov 26, 2001 to Feb 6, 2026
Nov 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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