Ishares GBL Infrastructure EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.55% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 3.53 | |
| 0.1479 | 26.76 | |
| 0.9801 | 796.20 | |
| -0.0878 | -17.96 |
Estimation Period:
Aug 27, 2008 to Feb 6, 2026
Aug 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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