iShares U.S. Industrials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.91% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0841 | 5.78 | |
| 0.1023 | 9.03 | |
| 0.8671 | 61.49 | |
| 0.0660 | 5.05 | |
| -0.0931 | -4.64 | |
| 0.0469 | 3.05 | |
| -0.0273 | -2.56 |
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Jul 14, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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