iShares U.S. Home Construction ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.16% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 9.59 | |
| 0.0649 | 31.95 | |
| 0.9241 | 439.40 | |
| 0.6010 | 19.82 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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