iShares MSCI Agriculture Producers ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.48% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 2.62 | |
| 0.1611 | 25.59 | |
| 0.9744 | 659.24 | |
| -0.0799 | -14.70 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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