iShares International Equity F Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.15% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9357 | 3.62 | |
| 0.1342 | 4.37 | |
| 0.7968 | 22.69 | |
| 0.2424 | 4.12 | |
| -0.3235 | -4.27 | |
| 0.1005 | 3.17 |
Estimation Period:
May 4, 2015 to Feb 6, 2026
May 4, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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