iShares Core S&P 500 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.09% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1949 | 7.84 | |
| 0.1213 | 10.08 | |
| 0.8548 | 68.06 | |
| 0.0029 | 2.06 |
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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