iShares Morningstar Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.86% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8475 | 203.05 | |
| 0.2118 | 38.71 | |
| 0.0140 | 3.64 | |
| 0.0463 | 2.56 | |
| 0.9395 | 41.90 |
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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