iShares S&P 100 ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.51% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 16.47 | |
| 0.1124 | 36.92 | |
| 0.8707 | 304.00 |
Estimation Period:
Oct 27, 2000 to Feb 6, 2026
Oct 27, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P 100 ETF Analyses
Other GARCH Analyses on ETFs