iShares S&P Mid-Cap 400 Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.68% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 3.95 | |
| 0.1377 | 37.58 | |
| 0.9783 | 797.28 | |
| -0.1082 | -33.55 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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