iShares Core S&P 500 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.53% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0114 | -1.36 | |
| 0.1184 | 14.74 | |
| 0.8478 | 105.14 | |
| 0.6949 | 9.65 |
Estimation Period:
May 19, 2000 to Feb 6, 2026
May 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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