iShares MSCI Agriculture Producers ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.68% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0216 | 6.20 | |
| 0.8381 | 146.44 | |
| 0.1252 | 24.79 | |
| 0.0563 | 3.56 | |
| 0.2891 | 6.85 | |
| 0.6601 | 11.52 |
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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