iShares US Consumer Staples ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.12% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1273 | 8.52 | |
| 0.1082 | 8.54 | |
| 0.8588 | 56.37 | |
| 0.0023 | 1.92 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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