iShares Select Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.23% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9130 | 6.99 | |
| 0.1240 | 8.62 | |
| 0.8358 | 50.43 | |
| 0.3010 | 4.74 | |
| -0.5564 | -5.32 | |
| 0.4058 | 4.72 | |
| -0.2438 | -3.43 | |
| 0.2218 | 3.70 | |
| -0.2228 | -3.77 | |
| 0.1136 | 2.43 |
Estimation Period:
Nov 7, 2003 to Feb 6, 2026
Nov 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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