iShares Global Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.17% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3955 | 4.50 | |
| 0.1133 | 8.17 | |
| 0.8588 | 60.11 | |
| 0.1611 | 5.87 | |
| -0.2658 | -6.34 | |
| 0.1570 | 4.94 | |
| -0.0597 | -2.10 | |
| -0.0101 | -0.24 |
Estimation Period:
Nov 27, 2001 to Feb 6, 2026
Nov 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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