iShares U.S. Basic Materials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.66% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8536 | 5.87 | |
| 0.0899 | 8.01 | |
| 0.8797 | 60.92 | |
| 0.0639 | 4.77 | |
| -0.1048 | -5.11 | |
| 0.0823 | 4.99 | |
| -0.0882 | -3.78 |
Estimation Period:
Jun 20, 2000 to Feb 13, 2026
Jun 20, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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