iShares Global Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.99% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -1.78 | |
| 0.0975 | 34.30 | |
| 0.8814 | 338.98 | |
| 0.6930 | 25.10 |
Estimation Period:
Nov 27, 2001 to Feb 6, 2026
Nov 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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