iShares U.S. Industry Rotation Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.54% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9091 | 4.83 | |
| 0.1286 | 1.91 | |
| 0.8015 | 8.88 | |
| -0.2866 | -0.46 |
Estimation Period:
Mar 29, 2024 to Feb 6, 2026
Mar 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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