iShares Dow Jones U.S. ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.56% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8461 | 227.75 | |
| 0.2025 | 40.72 | |
| 0.0297 | 6.24 | |
| 0.1470 | 10.55 | |
| 0.8242 | 47.54 |
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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