iShares Russell 1000 Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.99% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0495 | 8.21 | |
| 0.1262 | 9.97 | |
| 0.8495 | 65.26 | |
| 0.0013 | 1.08 |
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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