iShares Core S&P Mid-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.81% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 2.89 | |
| 0.1337 | 38.46 | |
| 0.9769 | 614.01 | |
| -0.1180 | -36.27 |
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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