Ishares S&P 500 EX S&P 1 ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
13.40%
increased by 1.04%
1 Week
13.45%
increased by 1.09%
1 Month
13.56%
increased by 1.20%
Analysis last updated: Tuesday, July 7, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0267 | -0.21 | |
| 0.0072 | 0.55 | |
| 0.9094 | 10.18 | |
| -0.1563 | -9.92 |
Estimation Period:
Jul 9, 2025 to Jul 2, 2026
Jul 9, 2025 to Jul 2, 2026
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