iShares Core S&P 500 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.24% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8357 | 214.94 | |
| 0.2140 | 40.65 | |
| 0.0289 | 4.88 | |
| 0.1283 | 7.57 | |
| 0.8430 | 38.50 |
Estimation Period:
May 19, 2000 to Feb 13, 2026
May 19, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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