iShares Russell 1000 ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.55% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0035 | -0.33 | |
| 0.1151 | 12.58 | |
| 0.8513 | 88.62 | |
| 0.6420 | 6.96 |
Estimation Period:
May 19, 2000 to Feb 13, 2026
May 19, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell 1000 ETF Analyses
Other AGARCH Analyses on ETFs