iShares Core S&P Mid-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.66% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3540 | 8.57 | |
| 0.1076 | 9.44 | |
| 0.8565 | 64.52 | |
| 0.0489 | 4.86 | |
| -0.0824 | -5.17 | |
| 0.0684 | 4.57 | |
| -0.0627 | -2.75 |
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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