iShares S&P 100 ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.44% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0042 | -0.69 | |
| 0.1166 | 19.10 | |
| 0.8546 | 148.86 | |
| 0.6219 | 10.71 |
Estimation Period:
Oct 27, 2000 to Feb 6, 2026
Oct 27, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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