Ishares Managed Futr ACT ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.23% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0197 | -4.42 | |
| 0.0469 | 7.77 | |
| 0.9870 | 236.91 | |
| -0.5312 | -7.87 |
Estimation Period:
Mar 13, 2025 to Feb 13, 2026
Mar 13, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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