Ishares Large CAP MAX BU ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.59% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6753 | 3.42 | |
| 0.0448 | 0.66 | |
| 0.0000 | 0.00 | |
| -30.0659 | -3.21 | |
| 46.8036 | 3.47 | |
| -21.3745 | -3.13 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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