iShares S&P 100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.41% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8883 | 6.77 | |
| 0.1147 | 9.35 | |
| 0.8531 | 61.33 | |
| 0.0649 | 5.25 | |
| -0.0960 | -5.21 | |
| 0.0588 | 3.71 | |
| -0.0397 | -3.39 |
Estimation Period:
Oct 27, 2000 to Feb 6, 2026
Oct 27, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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