Ishares Large CAP ACC OT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.11% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9961 | 2.31 | |
| 0.1407 | 1.94 | |
| 0.0000 | 0.00 | |
| 353.4367 | 2.90 | |
| -486.3801 | -2.97 | |
| -49.1992 | -0.38 | |
| 302.1761 | 1.83 | |
| 29.9636 | 0.18 | |
| -435.4520 | -2.96 | |
| 703.1994 | 6.04 | |
| -778.4400 | -7.22 | |
| 508.8657 | 3.14 | |
| -173.4280 | -1.59 |
Estimation Period:
Jan 16, 2025 to Feb 6, 2026
Jan 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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