iShares Russell 1000 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.88% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 3.68 | |
| 0.1599 | 27.53 | |
| 0.9727 | 773.17 | |
| -0.1280 | -23.24 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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