iShares US Consumer Staples ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.52% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4722 | 6.14 | |
| 0.1101 | 8.37 | |
| 0.8508 | 51.88 | |
| 0.0422 | 3.20 | |
| -0.0626 | -3.30 | |
| 0.0371 | 2.86 | |
| -0.0237 | -2.67 |
Estimation Period:
Jun 16, 2000 to Feb 6, 2026
Jun 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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