iShares U.S. Basic Materials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.78% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8699 | 5.52 | |
| 0.0884 | 8.11 | |
| 0.8856 | 64.37 | |
| 0.0587 | 4.13 | |
| -0.0924 | -4.29 | |
| 0.0606 | 3.94 | |
| -0.0359 | -3.69 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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