iShares US Consumer Discretionary ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.94% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 0.55 | |
| 0.0949 | 33.94 | |
| 0.8800 | 281.51 | |
| 0.6171 | 22.90 |
Estimation Period:
Jun 28, 2000 to Feb 6, 2026
Jun 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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