Ishares High YLD MN Actv ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.12% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2973 | -8.69 | |
| 0.4528 | 10.97 | |
| 0.8527 | 47.96 | |
| -0.0936 | -1.70 |
Estimation Period:
Feb 10, 2025 to Feb 6, 2026
Feb 10, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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