iShares International Small EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.91% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 1.46 | |
| 0.1460 | 11.55 | |
| 0.9552 | 276.79 | |
| -0.1393 | -15.22 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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