iShares Core Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.90% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 1.15 | |
| 0.1101 | 6.55 | |
| 0.9772 | 292.41 | |
| -0.1388 | -23.44 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core Dividend ETF Analyses
Other EGARCH Analyses on ETFs