iShares S&P Mid-Cap 400 Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.60% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1515 | 6.06 | |
| 0.1071 | 9.46 | |
| 0.8608 | 67.57 | |
| 0.0401 | 3.19 | |
| -0.0689 | -3.71 | |
| 0.0573 | 4.26 | |
| -0.0421 | -4.38 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P Mid-Cap 400 Value ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs