iShares U.S. Thematic Rotation Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.26% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.8631 | 102.56 | |
| 0.1667 | 22.66 | |
| 0.0115 | 2.25 | |
| 0.0000 | 0.01 | |
| 0.9882 | 250.76 |
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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