iShares US Transportation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.82% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9548 | 10.04 | |
| 0.0777 | 7.79 | |
| 0.8991 | 73.60 | |
| 0.0018 | 1.19 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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