iShares Core High Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.94% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0202 | 7.74 | |
| 0.1782 | 6.81 | |
| 0.7664 | 27.33 | |
| 0.0271 | 2.77 | |
| -0.0466 | -2.42 |
Estimation Period:
Mar 31, 2011 to Feb 6, 2026
Mar 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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