iShares US Equity Factor ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.59% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8140 | 131.41 | |
| 0.2485 | 33.62 | |
| 0.0447 | 4.77 | |
| 0.2046 | 12.57 | |
| 0.7537 | 33.54 |
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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