Ishares IBD 30 TM HG YL N IN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.96% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6652 | 7.83 | |
| 0.2193 | 1.69 | |
| 0.2849 | 1.65 | |
| 1.1000 | 3.24 | |
| -2.0879 | -2.86 |
Estimation Period:
Jun 26, 2023 to Feb 6, 2026
Jun 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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