iShares MSCI Agriculture Producers ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.23% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2097 | 7.30 | |
| 0.0981 | 5.86 | |
| 0.8583 | 40.76 | |
| 0.0445 | 3.86 | |
| -0.0804 | -3.67 |
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 Spline-GARCH Analyses on ETFs