iShares US Equity Factor ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.52% (+5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1161 | 4.77 | |
| 0.1573 | 6.49 | |
| 0.7995 | 28.37 | |
| 0.0623 | 2.38 | |
| -0.1112 | -2.24 |
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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