iShares US Telecommunications ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.24% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 4.77 | |
| 0.1393 | 38.26 | |
| 0.9825 | 874.13 | |
| -0.0765 | -21.13 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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