iShares US Financials ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.65% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 21.52 | |
| 0.1250 | 41.49 | |
| 0.8611 | 295.71 |
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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