Ishares Rssll 2000 Bywrt ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.91% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9099 | 5.66 | |
| 0.1634 | 1.85 | |
| 0.6721 | 5.01 | |
| -0.0372 | -0.36 |
Estimation Period:
Mar 15, 2024 to Feb 6, 2026
Mar 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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