iShares Core S&P U.S. Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.41% (+6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0142 | -5.03 | |
| 0.0952 | 33.43 | |
| 0.8752 | 272.72 | |
| 0.7300 | 26.58 |
Estimation Period:
Aug 4, 2000 to Feb 6, 2026
Aug 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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