iShares Morningstar Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.96% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6507 | 5.87 | |
| 0.1097 | 9.28 | |
| 0.8630 | 63.58 | |
| -0.0345 | -2.80 | |
| 0.0554 | 3.09 | |
| -0.0300 | -3.43 |
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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