iShares Semiconductor ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.57% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 11.29 | |
| 0.1289 | 31.02 | |
| 0.9829 | 1,178.58 | |
| -0.0645 | -17.31 |
Estimation Period:
Jul 13, 2001 to Feb 6, 2026
Jul 13, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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