iShares Russell Top 200 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.26% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3656 | 6.80 | |
| 0.1303 | 7.46 | |
| 0.8290 | 39.99 | |
| 0.0267 | 3.03 | |
| -0.0353 | -2.00 |
Estimation Period:
Sep 28, 2009 to Feb 6, 2026
Sep 28, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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