iShares U.S. Insurance ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.16% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5994 | 5.61 | |
| 0.1228 | 8.32 | |
| 0.8476 | 52.59 | |
| -0.0475 | -3.28 | |
| 0.0769 | 3.39 | |
| -0.0463 | -1.79 |
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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