Ishares Managed Futr ACT ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.68% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0433 | -2.81 | |
| -0.1620 | -4.17 | |
| 0.9860 | 4,543.59 | |
| 0.0961 | 13.71 |
Estimation Period:
Mar 13, 2025 to Feb 6, 2026
Mar 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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