Ishares TOP 20 US Stocks ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.20% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 3.64 | |
| 0.1450 | 9.93 | |
| 0.7724 | 43.89 | |
| 0.7078 | 10.66 |
Estimation Period:
Oct 24, 2024 to Feb 6, 2026
Oct 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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