iShares S&P 500 Growth ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.14% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6647 | 7.95 | |
| 0.1163 | 9.97 | |
| 0.8544 | 64.41 | |
| 0.0513 | 4.67 | |
| -0.0763 | -4.34 | |
| 0.0502 | 3.23 | |
| -0.0378 | -3.40 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P 500 Growth ETF Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs