iShares US Transportation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.06% (+4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.9245 | 397.98 | |
| 0.1108 | 31.84 | |
| 1.6858 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.1398 | 0.00 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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