iShares Semiconductor ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.60% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 4.81 | |
| 0.0773 | 43.77 | |
| 0.9044 | 468.37 | |
| 0.8263 | 20.02 |
Estimation Period:
Jul 13, 2001 to Feb 13, 2026
Jul 13, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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