iShares U.S. Consumer Focused ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.53% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 2.60 | |
| 0.1269 | 8.72 | |
| 0.9677 | 342.55 | |
| -0.1092 | -11.40 |
Estimation Period:
Mar 23, 2018 to Feb 6, 2026
Mar 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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