iShares Core S&P U.S. Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.44% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3145 | 4.89 | |
| 0.1177 | 8.74 | |
| 0.8505 | 58.87 | |
| 0.0463 | 3.10 | |
| -0.0760 | -3.50 | |
| 0.0511 | 3.14 | |
| -0.0284 | -2.54 |
Estimation Period:
Aug 4, 2000 to Feb 6, 2026
Aug 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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