iShares Global Materials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.17% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9888 | 5.75 | |
| 0.0938 | 7.44 | |
| 0.8836 | 61.99 | |
| -0.0445 | -3.10 | |
| 0.0785 | 3.74 | |
| -0.0449 | -4.28 |
Estimation Period:
Sep 22, 2006 to Feb 6, 2026
Sep 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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