iShares US Consumer Discretionary ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.14% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9714 | 6.22 | |
| 0.1049 | 9.82 | |
| 0.8694 | 73.64 | |
| 0.0581 | 4.43 | |
| -0.0827 | -4.11 | |
| 0.0472 | 3.08 | |
| -0.0328 | -3.06 |
Estimation Period:
Jun 28, 2000 to Feb 6, 2026
Jun 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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