Ishares Msci Glbl QUA FR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.94% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4659 | 2.65 | |
| 0.0095 | 0.23 | |
| 0.6617 | 0.31 | |
| 124.3453 | 2.95 | |
| -220.0762 | -3.26 | |
| 137.2998 | 3.23 | |
| -31.0056 | -1.10 | |
| -23.7284 | -0.93 | |
| 15.7500 | 0.80 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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