iShares Russell 1000 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.39% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1947 | 7.91 | |
| 0.1187 | 10.20 | |
| 0.8580 | 69.52 | |
| 0.0028 | 2.00 |
Estimation Period:
May 19, 2000 to Feb 13, 2026
May 19, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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