iShares Core S&P Mid-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.21% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0215 | -7.01 | |
| 0.0886 | 43.07 | |
| 0.8797 | 346.75 | |
| 0.9120 | 37.60 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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