iShares Morningstar Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.61% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5582 | 6.71 | |
| 0.1281 | 8.80 | |
| 0.8378 | 53.65 | |
| -0.0464 | -3.90 | |
| 0.0656 | 3.68 | |
| -0.0240 | -2.68 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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