iShares MSCI USA Equal Weighted ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.47% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 0.46 | |
| 0.0844 | 9.40 | |
| 0.9668 | 193.40 | |
| -0.1443 | -20.54 |
Estimation Period:
May 7, 2010 to Feb 6, 2026
May 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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