iShares Global 100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.36% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6514 | 6.99 | |
| 0.1072 | 8.51 | |
| 0.8614 | 63.81 | |
| 0.0620 | 4.79 | |
| -0.1022 | -5.19 | |
| 0.0749 | 4.97 | |
| -0.0481 | -4.59 |
Estimation Period:
Dec 8, 2000 to Feb 6, 2026
Dec 8, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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