iShares S&P Mid-Cap 400 Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.05% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 23.25 | |
| 0.1042 | 39.07 | |
| 0.8751 | 308.13 |
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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