iShares US Equity Factor ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.37% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 1.27 | |
| 0.1695 | 17.38 | |
| 0.9590 | 425.48 | |
| -0.1594 | -16.02 |
Estimation Period:
Apr 30, 2015 to Feb 6, 2026
Apr 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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