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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9094 | 4.90 | |
| 0.1182 | 9.29 | |
| 0.8395 | 54.22 | |
| -0.2271 | -3.44 | |
| 0.4396 | 4.61 | |
| -0.3677 | -5.28 | |
| 0.2081 | 2.74 | |
| -0.0690 | -0.94 | |
| 0.0788 | 1.14 | |
| -0.1228 | -1.91 | |
| 0.0760 | 1.61 |
Estimation Period:
May 29, 2000 to Jun 18, 2026
May 29, 2000 to Jun 18, 2026
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