iShares Environmental Infrastructure And Industrials ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.61% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0028 | -0.08 | |
| 0.0110 | 1.52 | |
| 0.9767 | 47.59 | |
| -0.0887 | -9.28 |
Estimation Period:
Nov 3, 2022 to Feb 6, 2026
Nov 3, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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