iShares Global Materials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.41% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9521 | 5.86 | |
| 0.0953 | 7.32 | |
| 0.8789 | 59.68 | |
| -0.0522 | -3.67 | |
| 0.0971 | 4.36 | |
| -0.0816 | -3.37 |
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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