iShares Core High Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.74% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0161 | -6.54 | |
| 0.2623 | 32.74 | |
| 0.9535 | 420.40 | |
| -0.1304 | -19.13 |
Estimation Period:
Mar 31, 2011 to Feb 6, 2026
Mar 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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