iShares Morningstar Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.47% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 0.74 | |
| 0.1533 | 26.73 | |
| 0.9721 | 480.50 | |
| -0.1446 | -28.14 |
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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