iShares Global 100 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.93% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0048 | -1.11 | |
| 0.0872 | 32.96 | |
| 0.8886 | 329.48 | |
| 0.6658 | 13.81 |
Estimation Period:
Dec 8, 2000 to Feb 6, 2026
Dec 8, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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