iShares MSCI Agriculture Producers ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.05% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1282 | 6.57 | |
| 0.0980 | 6.14 | |
| 0.8661 | 45.55 | |
| 0.0260 | 2.71 | |
| -0.0345 | -2.91 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Agriculture Producers ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs