iShares Large Cap Moderate Quarterly Laddered ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.84% (+4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0419 | -14.01 | |
| 0.1033 | 15.93 | |
| 0.8316 | 69.08 | |
| 0.8207 | 30.29 |
Estimation Period:
Jul 4, 2023 to Feb 6, 2026
Jul 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Large Cap Moderate Quarterly Laddered ETF Analyses
Other AGARCH Analyses on ETFs