iShares U.S. Basic Materials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.86% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8238 | 156.77 | |
| 0.1693 | 38.98 | |
| 0.0130 | 4.68 | |
| 0.0537 | 5.71 | |
| 0.9398 | 88.82 |
Estimation Period:
Jun 20, 2000 to Feb 13, 2026
Jun 20, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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