iShares International Small Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.78% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6771 | 4.72 | |
| 0.1114 | 4.21 | |
| 0.8302 | 25.88 | |
| 0.1891 | 4.10 | |
| -0.2395 | -3.34 | |
| 0.0417 | 0.62 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares International Small Analyses
Other Spline-GARCH Analyses on ETFs