iShares U.S. Industrials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.50% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0870 | 5.92 | |
| 0.1020 | 8.93 | |
| 0.8661 | 60.19 | |
| 0.0687 | 5.31 | |
| -0.0991 | -4.89 | |
| 0.0567 | 3.22 | |
| -0.0499 | -2.09 |
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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