iShares US Regional Banks ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.35% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2871 | 3.64 | |
| 0.1269 | 7.45 | |
| 0.8295 | 42.44 | |
| -0.2942 | -4.36 | |
| 0.3894 | 3.98 | |
| -0.1048 | -1.83 | |
| 0.0291 | 0.59 | |
| -0.0796 | -1.34 |
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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