iShares Morningstar Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.91% (+6.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0123 | -5.28 | |
| 0.1027 | 36.13 | |
| 0.8641 | 280.65 | |
| 0.6978 | 31.15 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Morningstar Value ETF Analyses
Other AGARCH Analyses on ETFs