iShares US Infrastructure ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.59% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 2.71 | |
| 0.1467 | 18.69 | |
| 0.9780 | 463.28 | |
| -0.1165 | -19.40 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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