Ishares Managed Futr ACT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.41% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6086 | 3.12 | |
| 0.3128 | 1.58 | |
| 0.2070 | 0.97 | |
| 2.7325 | 0.22 | |
| 13.7702 | 0.70 | |
| -31.4641 | -2.60 |
Estimation Period:
Mar 13, 2025 to Feb 6, 2026
Mar 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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