iShares Core S&P Total US Stock Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.63% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5811 | 4.45 | |
| 0.1235 | 9.05 | |
| 0.8462 | 54.70 | |
| -0.0397 | -2.68 | |
| 0.0579 | 2.79 | |
| -0.0244 | -2.65 |
Estimation Period:
Jan 23, 2004 to Feb 13, 2026
Jan 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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