Ishares Glbl Monthly DIV IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.77% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0779 | 6.71 | |
| 0.1717 | 7.83 | |
| 0.7731 | 31.83 | |
| 0.0034 | 0.27 | |
| 0.0388 | 1.93 | |
| -0.0923 | -3.64 |
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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