iShares U.S. Thematic Rotation Active ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.64% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0108 | -2.59 | |
| 0.0879 | 20.67 | |
| 0.8780 | 180.11 | |
| 0.8513 | 24.56 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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