iShares US Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.48% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5537 | 6.87 | |
| 0.1272 | 9.80 | |
| 0.8455 | 60.93 | |
| 0.0706 | 5.56 | |
| -0.1094 | -5.27 | |
| 0.0665 | 4.02 | |
| -0.0381 | -3.45 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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