iShares Morningstar US Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.47% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.11 | |
| 0.1146 | 13.82 | |
| 0.8535 | 100.68 | |
| 0.5681 | 7.28 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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