iShares S&P Mid-Cap 400 Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.14% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0641 | 7.75 | |
| 0.1066 | 9.83 | |
| 0.8694 | 75.54 | |
| 0.0035 | 2.70 |
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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