iShares Morningstar US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.40% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5465 | 5.80 | |
| 0.1144 | 8.68 | |
| 0.8555 | 57.05 | |
| -0.0465 | -3.62 | |
| 0.0696 | 3.73 | |
| -0.0316 | -3.48 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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