iShares Russell 1000 Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.71% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0029 | 8.69 | |
| 0.1263 | 10.02 | |
| 0.8499 | 65.69 | |
| 0.0004 | 1.22 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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