Ishares Glbl Monthly DIV IDX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.00% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2016 | 4.89 | |
| 0.1619 | 7.15 | |
| 0.7542 | 25.10 | |
| -1.0234 | -4.17 | |
| 1.5534 | 4.35 | |
| -0.8549 | -3.99 | |
| 0.7315 | 3.77 | |
| -0.8641 | -3.85 | |
| 0.9248 | 3.73 | |
| -0.6285 | -2.65 | |
| 0.0927 | 0.43 | |
| 0.0496 | 0.24 | |
| 0.0702 | 0.46 |
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Jan 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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