iShares Russell 1000 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.82% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 1.46 | |
| 0.1505 | 21.61 | |
| 0.9688 | 496.57 | |
| -0.1436 | -23.87 |
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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