iShares U.S. Home Construction ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.41% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3806 | 9.03 | |
| 0.0648 | 6.04 | |
| 0.9212 | 78.51 | |
| 0.0091 | 4.34 |
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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