iShares S&P 500 Value ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.34% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7445 | 5.21 | |
| 0.1306 | 8.71 | |
| 0.8226 | 46.16 | |
| -0.3245 | -4.71 | |
| 0.5873 | 5.69 | |
| -0.4459 | -5.77 | |
| 0.2420 | 3.16 | |
| -0.0780 | -1.17 | |
| 0.0900 | 1.49 | |
| -0.1498 | -2.28 | |
| 0.1230 | 1.32 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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