iShares MSCI Global Metals & Mining Producers ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.41% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 10.71 | |
| 0.1325 | 22.06 | |
| 0.9743 | 525.24 | |
| -0.0486 | -10.32 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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