iShares U.S. Industry Rotation Active ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.16% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 5.89 | |
| 0.1258 | 7.34 | |
| 0.8135 | 36.82 |
Estimation Period:
Mar 29, 2024 to Feb 13, 2026
Mar 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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