iShares Morningstar US Equity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.80% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 17.46 | |
| 0.1103 | 32.46 | |
| 0.8696 | 252.34 |
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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