iShares S&P 100 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.05% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 1.85 | |
| 0.1555 | 21.29 | |
| 0.9698 | 500.44 | |
| -0.1366 | -19.48 |
Estimation Period:
Oct 27, 2000 to Feb 6, 2026
Oct 27, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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