iShares Global Consumer Discretionary ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.97% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 5.46 | |
| 0.1636 | 30.14 | |
| 0.9782 | 813.14 | |
| -0.0985 | -21.21 |
Estimation Period:
Sep 21, 2006 to Feb 6, 2026
Sep 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Consumer Discretionary ETF Analyses
Other EGARCH Analyses on ETFs