iShares U.S. Basic Materials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.30% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 4.75 | |
| 0.1047 | 20.91 | |
| 0.9860 | 832.10 | |
| -0.0884 | -24.94 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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