Ishares Large CAP MAX BU ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.04% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6673 | 3.34 | |
| 0.0487 | 0.67 | |
| 0.0000 | 0.00 | |
| -31.5160 | -3.21 | |
| 50.4824 | 3.43 | |
| -29.6348 | -2.74 |
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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