iShares U.S. Industrials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.86% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 2.87 | |
| 0.1141 | 22.96 | |
| 0.9807 | 682.91 | |
| -0.1133 | -35.38 |
Estimation Period:
Jul 14, 2000 to Feb 6, 2026
Jul 14, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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