iShares Dow Jones U.S. ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.56% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4957 | 7.39 | |
| 0.1141 | 9.33 | |
| 0.8572 | 62.97 | |
| 0.0470 | 4.25 | |
| -0.0749 | -4.14 | |
| 0.0518 | 3.15 | |
| -0.0335 | -2.83 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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