iShares U.S. Industrials ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.67% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -1.22 | |
| 0.0999 | 54.80 | |
| 0.8691 | 456.48 | |
| 0.7320 | 33.64 |
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Jul 14, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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