iShares US Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.94% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 6.34 | |
| 0.1827 | 39.08 | |
| 0.9778 | 853.97 | |
| -0.1219 | -31.59 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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