iShares Global Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.89% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4024 | 4.48 | |
| 0.1133 | 8.25 | |
| 0.8594 | 60.81 | |
| 0.1610 | 5.84 | |
| -0.2663 | -6.33 | |
| 0.1600 | 5.05 | |
| -0.0690 | -2.67 | |
| 0.0168 | 0.94 |
Estimation Period:
Nov 27, 2001 to Feb 13, 2026
Nov 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Financials ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs