iShares Global Consumer Discretionary ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.59% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.10 | |
| 0.1016 | 30.59 | |
| 0.8819 | 275.09 | |
| 0.5834 | 19.89 |
Estimation Period:
Sep 21, 2006 to Feb 13, 2026
Sep 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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