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V-Lab

iShares Core S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.61% (+1.82%)
Analysis last updated: Thursday, February 12, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Core S&P 500 ETF S0GARCH
paramt-stat
ω0.92085.24
α0.12169.19
β0.836251.91
γ1-0.2575-3.83
γ20.48804.84
γ3-0.3891-4.85
γ40.20912.47
γ5-0.0650-0.86
γ60.07731.10
γ7-0.1219-1.82
γ80.07411.50
Estimation Period:
May 19, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts