Ishares US Manufacturing ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.17% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9912 | 4.57 | |
| 0.1054 | 1.69 | |
| 0.8220 | 10.11 | |
| -0.0036 | -0.02 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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