iShares U.S. Broker-Dealers & Securities Exchanges ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.48% (+5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 8.17 | |
| 0.1565 | 37.42 | |
| 0.9746 | 767.38 | |
| -0.1029 | -28.08 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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