iShares Core S&P Mid-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.20% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3431 | 8.31 | |
| 0.1075 | 9.49 | |
| 0.8581 | 66.14 | |
| 0.0458 | 4.52 | |
| -0.0760 | -4.86 | |
| 0.0587 | 4.73 | |
| -0.0413 | -4.67 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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