iShares US Transportation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.05% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8992 | 10.65 | |
| 0.0775 | 7.82 | |
| 0.9003 | 74.74 | |
| -0.0002 | -0.41 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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