iShares Russell 1000 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.31% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5045 | 7.40 | |
| 0.1198 | 9.67 | |
| 0.8493 | 61.00 | |
| 0.0481 | 4.31 | |
| -0.0759 | -4.20 | |
| 0.0513 | 3.20 | |
| -0.0327 | -2.85 |
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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