iShares Global 100 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.23% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 3.11 | |
| 0.1312 | 30.98 | |
| 0.9772 | 768.21 | |
| -0.1177 | -25.88 |
Estimation Period:
Dec 8, 2000 to Feb 6, 2026
Dec 8, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global 100 ETF Analyses
Other EGARCH Analyses on ETFs