iShares Morningstar US Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.04% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 1.31 | |
| 0.1664 | 16.76 | |
| 0.9697 | 493.73 | |
| -0.1351 | -17.31 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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