iShares Global Materials ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.77% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 5.12 | |
| 0.1483 | 29.81 | |
| 0.9855 | 836.61 | |
| -0.0777 | -15.73 |
Estimation Period:
Sep 22, 2006 to Feb 6, 2026
Sep 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Materials ETF Analyses
Other EGARCH Analyses on ETFs