iShares Core S&P Total US Stock Market ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.21% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 1.21 | |
| 0.1611 | 20.23 | |
| 0.9675 | 438.19 | |
| -0.1528 | -24.83 |
Estimation Period:
Jan 23, 2004 to Feb 13, 2026
Jan 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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