iShares US Aerospace & Defense ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.07% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0133 | 4.47 | |
| 0.8895 | 217.00 | |
| 0.1307 | 27.85 | |
| 0.0123 | 6.02 | |
| 0.0177 | 4.07 | |
| 0.9751 | 177.04 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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