Ishares Long-Term NAT MU ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.68% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2280 | -7.09 | |
| 0.4483 | 8.42 | |
| 0.8908 | 57.07 | |
| 0.1738 | 2.95 |
Estimation Period:
Mar 18, 2025 to Feb 6, 2026
Mar 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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