iShares Semiconductor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.67% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6892 | 7.66 | |
| 0.0741 | 8.66 | |
| 0.9076 | 89.42 | |
| 0.0156 | 4.73 | |
| -0.0193 | -4.58 |
Estimation Period:
Jul 13, 2001 to Feb 6, 2026
Jul 13, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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