Ishares US Manufacturing ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.14% (-8.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.0014 | 0.25 | |
| 0.5000 | 21.41 | |
| 0.0316 | 0.27 | |
| 0.0705 | 1.24 | |
| 0.9167 | 8.42 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares US Manufacturing ETF Analyses
Other MF2-GARCH Analyses on ETFs