Ishares US Manufacturing ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.89% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2140 | 10.16 | |
| 0.1295 | 8.59 | |
| 0.7421 | 45.52 | |
| 0.3486 | 4.69 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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