iShares S&P 500 Value ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.16% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0136 | -5.18 | |
| 0.1018 | 38.30 | |
| 0.8688 | 302.92 | |
| 0.7109 | 29.42 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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