iShares Global Consumer Discretionary ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.11% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9796 | 4.62 | |
| 0.1090 | 7.69 | |
| 0.8670 | 60.94 | |
| -0.0470 | -3.05 | |
| 0.0938 | 3.88 | |
| -0.0857 | -3.26 |
Estimation Period:
Sep 21, 2006 to Feb 13, 2026
Sep 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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