iShares Semiconductor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.43% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0136 | 5.26 | |
| 0.8957 | 212.86 | |
| 0.1007 | 30.06 | |
| 0.0078 | 5.30 | |
| 0.0193 | 5.94 | |
| 0.9783 | 267.89 |
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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