iShares US Regional Banks ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.11% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 8.31 | |
| 0.1637 | 35.62 | |
| 0.9851 | 1,044.61 | |
| -0.0928 | -21.99 |
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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