iShares US Pharmaceuticals ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.48% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8503 | 8.87 | |
| 0.1025 | 7.91 | |
| 0.8628 | 57.18 | |
| -0.0019 | -1.01 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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