iShares Large Cap Moderate Quarterly Laddered ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.22% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3575 | 114.55 | |
| 0.0252 | 52.02 | |
| 0.0820 | 4.68 |
Estimation Period:
Jul 4, 2023 to Feb 6, 2026
Jul 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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