iShares Large Cap Moderate Quarterly Laddered ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.37% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0396 | 4.90 | |
| 0.2027 | 2.75 | |
| 0.6875 | 7.71 | |
| 4.4752 | 3.40 | |
| -7.0934 | -3.24 | |
| 4.0762 | 1.62 |
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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