iShares Europe ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.52% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3999 | 6.48 | |
| 0.1147 | 8.34 | |
| 0.8516 | 61.64 | |
| 0.0595 | 4.46 | |
| -0.1041 | -5.15 | |
| 0.0747 | 5.02 | |
| -0.0383 | -3.82 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Europe ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs