iShares US Consumer Discretionary ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.31% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3601 | 6.63 | |
| 0.1043 | 10.18 | |
| 0.8773 | 82.09 | |
| 0.0043 | 2.90 |
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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