iShares US Transportation ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.56% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 4.89 | |
| 0.1102 | 29.18 | |
| 0.9812 | 738.84 | |
| -0.0883 | -26.87 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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