iShares Global Materials ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.92% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 2.66 | |
| 0.0807 | 29.52 | |
| 0.9063 | 308.16 | |
| 0.5026 | 9.90 |
Estimation Period:
Sep 22, 2006 to Feb 6, 2026
Sep 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Materials ETF Analyses
Other AGARCH Analyses on ETFs