iShares US Technology ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.35% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4051 | 6.24 | |
| 0.0962 | 9.03 | |
| 0.8650 | 63.51 | |
| -0.2797 | -4.68 | |
| 0.5071 | 5.64 | |
| -0.3454 | -5.01 | |
| 0.1606 | 2.24 | |
| -0.0417 | -0.61 | |
| 0.0354 | 0.54 | |
| -0.0792 | -1.30 | |
| 0.0500 | 1.17 |
Estimation Period:
May 19, 2000 to Feb 6, 2026
May 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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