Ishares TOP 20 US Stocks ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.38% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8943 | 2.16 | |
| 0.0178 | 0.37 | |
| 0.5435 | 0.27 | |
| 4.5161 | 0.10 | |
| 30.1375 | 0.50 | |
| -116.3091 | -2.60 | |
| 133.7971 | 3.27 | |
| -43.1295 | -1.30 | |
| -46.5534 | -1.31 | |
| 98.3173 | 2.44 |
Estimation Period:
Oct 24, 2024 to Feb 6, 2026
Oct 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares TOP 20 US Stocks ETF Analyses
Other Spline-GARCH Analyses on ETFs