Ishares INT EQ Fctr RTN Actv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.27% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8935 | 5.61 | |
| 0.1917 | 0.89 | |
| 0.0000 | 0.00 | |
| -1.2062 | -0.78 |
Estimation Period:
Aug 7, 2025 to Feb 6, 2026
Aug 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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