Ishares Rssll 2000 Bywrt ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.00% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0560 | -0.33 | |
| 0.0432 | 1.79 | |
| 0.8288 | 8.99 | |
| -0.4019 | -20.75 |
Estimation Period:
Mar 15, 2024 to Feb 13, 2026
Mar 15, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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