iShares U.S. Insurance ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.79% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 5.04 | |
| 0.1642 | 34.42 | |
| 0.9805 | 769.01 | |
| -0.1144 | -26.86 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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