iShares US Aerospace & Defense ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.80% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8995 | 7.92 | |
| 0.0921 | 7.06 | |
| 0.8875 | 62.65 | |
| -0.0002 | -0.24 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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