iShares U.S. Home Construction ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.26% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0982 | 7.43 | |
| 0.0648 | 5.86 | |
| 0.9181 | 72.35 | |
| -0.0249 | -2.07 | |
| 0.0546 | 3.02 | |
| -0.0420 | -4.06 |
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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