iShares Europe ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.57% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4073 | 6.66 | |
| 0.1153 | 8.25 | |
| 0.8491 | 60.83 | |
| 0.0634 | 4.82 | |
| -0.1127 | -5.59 | |
| 0.0887 | 5.36 | |
| -0.0707 | -3.07 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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