iShares US Pharmaceuticals ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.28% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 5.82 | |
| 0.0839 | 34.54 | |
| 0.8782 | 295.79 | |
| 0.6751 | 34.50 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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