iShares U.S. Consumer Focused ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.71% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1422 | 3.33 | |
| 0.1135 | 5.98 | |
| 0.8636 | 40.19 | |
| 0.0056 | 0.71 |
Estimation Period:
Mar 23, 2018 to Feb 6, 2026
Mar 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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