iShares US Financials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.54% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0121 | 5.28 | |
| 0.8465 | 263.05 | |
| 0.2029 | 44.88 | |
| 0.0080 | 9.28 | |
| 0.0360 | 8.71 | |
| 0.9592 | 202.88 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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