Ishares S&P 500 3 Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.21% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -0.42 | |
| -0.1671 | -3.83 | |
| 0.9732 | 799.70 | |
| -0.1032 | -5.38 |
Estimation Period:
Apr 16, 2025 to Feb 13, 2026
Apr 16, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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