iShares International Small Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.02% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6895 | 4.74 | |
| 0.1112 | 4.26 | |
| 0.8312 | 26.22 | |
| 0.1935 | 4.33 | |
| -0.2510 | -3.81 | |
| 0.0676 | 1.91 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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