iShares Global Consumer Discretionary ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.24% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0058 | 1.71 | |
| 0.8650 | 246.44 | |
| 0.1586 | 31.98 | |
| 0.0843 | 5.18 | |
| 0.5567 | 10.27 | |
| 0.3883 | 6.00 |
Estimation Period:
Sep 21, 2006 to Feb 6, 2026
Sep 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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