Ishares IBD 30 TM HG YL N IN EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.79% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0564 | -5.59 | |
| 0.2369 | 8.22 | |
| 0.9671 | 164.93 | |
| -0.0937 | -5.91 |
Estimation Period:
Jun 26, 2023 to Feb 6, 2026
Jun 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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