iShares Global Financials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.34% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0122 | 4.37 | |
| 0.8648 | 313.78 | |
| 0.1537 | 36.27 | |
| 0.1738 | 0.53 | |
| 0.6558 | 0.50 | |
| 0.2272 | 0.15 |
Estimation Period:
Nov 27, 2001 to Feb 13, 2026
Nov 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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