iShares Core S&P U.S. Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.59% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8511 | 259.48 | |
| 0.2016 | 47.63 | |
| 0.0102 | 7.08 | |
| 0.0451 | 6.60 | |
| 0.9449 | 117.31 |
Estimation Period:
Aug 4, 2000 to Feb 13, 2026
Aug 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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