iShares US Aerospace & Defense ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.93% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 5.24 | |
| 0.1405 | 25.81 | |
| 0.9761 | 657.33 | |
| -0.1044 | -25.50 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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