iShares Large Cap Deep Quarterly Laddered ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:11.66% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0274 | -11.09 | |
| 0.1110 | 19.86 | |
| 0.8376 | 104.05 | |
| 0.7026 | 35.06 |
Estimation Period:
Jul 4, 2023 to Feb 13, 2026
Jul 4, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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