iShares US Transportation ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.32% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 18.20 | |
| 0.0777 | 31.80 | |
| 0.9005 | 299.65 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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