iShares US Pharmaceuticals ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.45% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 3.43 | |
| 0.1464 | 32.89 | |
| 0.9657 | 625.84 | |
| -0.1091 | -27.52 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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