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V-Lab

iShares Russell 3000 ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Friday, June 26th, 2026

1 Day

14.93%

decreased by 0.96%

1 Week

15.03%

decreased by 0.86%

1 Month

15.32%

decreased by 0.57%

Analysis last updated: Thursday, June 25, 2026 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Russell 3000 ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.90944.90
α0.11829.29
β0.839554.22
γ1-0.2271-3.44
γ20.43964.61
γ3-0.3677-5.28
γ40.20812.74
γ5-0.0690-0.94
γ60.07881.14
γ7-0.1228-1.91
γ80.07601.61
Estimation Period:
May 29, 2000 to Jun 18, 2026