iShares Core S&P 500 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.81% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 1.35 | |
| 0.1537 | 20.64 | |
| 0.9671 | 506.87 | |
| -0.1520 | -26.60 |
Estimation Period:
May 19, 2000 to Feb 6, 2026
May 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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