iShares Core S&P U.S. Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.86% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 19.79 | |
| 0.1138 | 32.96 | |
| 0.8631 | 233.51 |
Estimation Period:
Aug 4, 2000 to Feb 13, 2026
Aug 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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