iShares US Consumer Staples ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.12% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 2.18 | |
| 0.0935 | 32.12 | |
| 0.8774 | 268.17 | |
| 0.5005 | 22.34 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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