iShares S&P Mid-Cap 400 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.92% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 2.78 | |
| 0.1376 | 41.17 | |
| 0.9776 | 582.97 | |
| -0.1187 | -31.90 |
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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