Ishares Managed Futr ACT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:10.67% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6041 | 3.18 | |
| 0.2950 | 1.53 | |
| 0.1834 | 0.85 | |
| -0.5431 | -0.04 | |
| 22.4370 | 1.02 | |
| -56.6111 | -2.03 |
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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