iShares Global Industrials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.62% (+7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8406 | 5.57 | |
| 0.1178 | 7.43 | |
| 0.8533 | 49.27 | |
| -0.0461 | -3.28 | |
| 0.0767 | 3.73 | |
| -0.0407 | -3.99 |
Estimation Period:
Sep 27, 2006 to Feb 6, 2026
Sep 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Industrials ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs