iShares Dow Jones U.S. ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.57% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2009 | 7.77 | |
| 0.1143 | 9.88 | |
| 0.8640 | 71.24 | |
| 0.0029 | 2.01 |
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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