iShares Global Industrials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.88% (+7.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8101 | 5.71 | |
| 0.1187 | 7.31 | |
| 0.8497 | 47.16 | |
| -0.0540 | -3.80 | |
| 0.0958 | 4.25 | |
| -0.0792 | -3.23 |
Estimation Period:
Sep 27, 2006 to Feb 6, 2026
Sep 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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