iShares U.S. Healthcare ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.65% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 1.34 | |
| 0.1441 | 33.48 | |
| 0.9713 | 676.89 | |
| -0.1007 | -28.02 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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