iShares Core S&P Total US Stock Market ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.87% (+4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0073 | -0.96 | |
| 0.1245 | 15.93 | |
| 0.8411 | 103.44 | |
| 0.6558 | 10.41 |
Estimation Period:
Jan 23, 2004 to Feb 6, 2026
Jan 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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