iShares S&P 100 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.31% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8330 | 204.36 | |
| 0.2112 | 33.09 | |
| 0.0117 | 5.65 | |
| 0.0638 | 7.97 | |
| 0.9248 | 100.50 |
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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