iShares Core High Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.78% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9743 | 7.55 | |
| 0.1777 | 6.91 | |
| 0.7695 | 27.75 | |
| 0.0184 | 2.54 | |
| -0.0257 | -2.80 |
Estimation Period:
Mar 31, 2011 to Feb 13, 2026
Mar 31, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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