iShares S&P 500 Growth ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.71% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 2.82 | |
| 0.1654 | 24.22 | |
| 0.9692 | 637.66 | |
| -0.1321 | -21.89 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P 500 Growth ETF Fund Analyses
Other EGARCH Analyses on ETFs