iShares US Equity Factor ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.74% (+5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2786 | 5.19 | |
| 0.1543 | 6.45 | |
| 0.7978 | 27.13 | |
| 0.1630 | 3.38 | |
| -0.2210 | -3.14 | |
| 0.0672 | 1.77 |
Estimation Period:
Apr 30, 2015 to Feb 6, 2026
Apr 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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