iShares Dow Jones U.S. ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.93% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 17.77 | |
| 0.1133 | 35.65 | |
| 0.8683 | 278.84 |
Estimation Period:
Jun 16, 2000 to Feb 6, 2026
Jun 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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