iShares Core S&P Mid-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.12% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 21.79 | |
| 0.1053 | 38.70 | |
| 0.8742 | 304.61 |
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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