iShares Morningstar US Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.53% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8413 | 207.57 | |
| 0.2122 | 29.47 | |
| 0.0335 | 1.31 | |
| 0.1742 | 1.15 | |
| 0.7925 | 4.43 |
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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