iShares US Utilities ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.97% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 4.53 | |
| 0.1699 | 32.03 | |
| 0.9752 | 965.55 | |
| -0.0609 | -14.11 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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