iShares US Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.46% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -1.34 | |
| 0.1176 | 44.10 | |
| 0.8603 | 321.97 | |
| 0.6617 | 29.25 |
Estimation Period:
May 31, 2000 to Feb 13, 2026
May 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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