Ishares Msci Glbl QUA FR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.59% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4613 | 2.68 | |
| 0.0135 | 0.30 | |
| 0.6205 | 0.30 | |
| 123.4057 | 2.84 | |
| -217.6762 | -3.14 | |
| 132.8634 | 3.07 | |
| -21.2863 | -0.73 | |
| -46.8658 | -1.66 | |
| 70.2866 | 2.00 |
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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