iShares Russell 3000 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.01% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 1.92 | |
| 0.1498 | 23.12 | |
| 0.9695 | 587.91 | |
| -0.1452 | -29.06 |
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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