iShares Morningstar US Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.98% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5288 | 5.77 | |
| 0.1143 | 8.65 | |
| 0.8545 | 56.25 | |
| -0.0503 | -3.72 | |
| 0.0779 | 3.69 | |
| -0.0457 | -2.12 |
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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