iShares Select Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.57% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 1.13 | |
| 0.1766 | 37.98 | |
| 0.9767 | 822.85 | |
| -0.1226 | -27.59 |
Estimation Period:
Nov 7, 2003 to Feb 6, 2026
Nov 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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