iShares S&P 100 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.83% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8935 | 6.97 | |
| 0.1142 | 9.22 | |
| 0.8517 | 59.81 | |
| 0.0679 | 5.65 | |
| -0.1026 | -5.62 | |
| 0.0693 | 3.87 | |
| -0.0637 | -2.31 |
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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