iShares Global Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.36% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 4.06 | |
| 0.1329 | 20.53 | |
| 0.9813 | 771.43 | |
| -0.1169 | -31.12 |
Estimation Period:
Nov 27, 2001 to Feb 6, 2026
Nov 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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