iShares Europe ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.46% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 7.68 | |
| 0.1700 | 28.61 | |
| 0.9784 | 900.12 | |
| -0.0881 | -21.58 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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