iShares U.S. Insurance ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.62% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6071 | 5.62 | |
| 0.1228 | 8.35 | |
| 0.8483 | 53.23 | |
| -0.0451 | -3.20 | |
| 0.0714 | 3.41 | |
| -0.0362 | -3.25 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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