iShares Russell Top 200 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.34% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3550 | 6.96 | |
| 0.1300 | 7.48 | |
| 0.8296 | 40.34 | |
| 0.0253 | 3.65 | |
| -0.0318 | -3.64 |
Estimation Period:
Sep 28, 2009 to Feb 13, 2026
Sep 28, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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