iShares U.S. Thematic Rotation Active ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.18% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 1.03 | |
| 0.1010 | 11.18 | |
| 0.9686 | 186.77 | |
| -0.1420 | -23.85 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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