iShares Core S&P 500 ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.63% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 17.14 | |
| 0.1190 | 35.87 | |
| 0.8604 | 271.25 |
Estimation Period:
May 19, 2000 to Feb 13, 2026
May 19, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core S&P 500 ETF Analyses
Other GARCH Analyses on ETFs