iShares U.S. Thematic Rotation Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.23% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3679 | 6.73 | |
| 0.0861 | 2.70 | |
| 0.8746 | 24.12 | |
| 0.0509 | 2.38 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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