iShares US Equity Factor ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.97% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.06 | |
| 0.1389 | 17.23 | |
| 0.8215 | 97.71 | |
| 0.6234 | 13.14 |
Estimation Period:
Apr 30, 2015 to Feb 6, 2026
Apr 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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