iShares Biotechnology ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.20% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 7.58 | |
| 0.1390 | 32.51 | |
| 0.9770 | 793.63 | |
| -0.0731 | -18.59 |
Estimation Period:
Feb 12, 2001 to Feb 6, 2026
Feb 12, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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