iShares Large Cap Moderate Quarterly Laddered ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.71% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0247 | 4.88 | |
| 0.2056 | 2.85 | |
| 0.6822 | 7.87 | |
| 4.1926 | 3.17 | |
| -6.4387 | -3.01 | |
| 2.7936 | 2.20 |
Estimation Period:
Jul 4, 2023 to Feb 13, 2026
Jul 4, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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