Ishares S&P 500 3 Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.47% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 3.13 | |
| 0.1161 | 12.16 | |
| 0.5095 | 33.07 | |
| 1.2774 | 14.40 |
Estimation Period:
Apr 16, 2025 to Feb 6, 2026
Apr 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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