iShares Core S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.61% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9208 | 5.24 | |
| 0.1216 | 9.19 | |
| 0.8362 | 51.91 | |
| -0.2575 | -3.83 | |
| 0.4880 | 4.84 | |
| -0.3891 | -4.85 | |
| 0.2091 | 2.47 | |
| -0.0650 | -0.86 | |
| 0.0773 | 1.10 | |
| -0.1219 | -1.82 | |
| 0.0741 | 1.50 |
Estimation Period:
May 19, 2000 to Feb 6, 2026
May 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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