iShares S&P Mid-Cap 400 Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.10% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0078 | -2.70 | |
| 0.0882 | 38.72 | |
| 0.8825 | 327.32 | |
| 0.7970 | 32.15 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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