Ishares S&P 500 3 Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.35% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1874 | 3.90 | |
| 0.0000 | 0.00 | |
| 0.9257 | 9.19 | |
| 8.5016 | 2.41 | |
| -10.8932 | -2.47 |
Estimation Period:
Apr 16, 2025 to Feb 6, 2026
Apr 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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