iShares S&P Mid-Cap 400 Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.78% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7551 | 8.25 | |
| 0.1069 | 9.62 | |
| 0.8591 | 64.43 | |
| 0.0602 | 5.94 | |
| -0.0930 | -6.07 | |
| 0.0622 | 5.23 | |
| -0.0422 | -4.90 |
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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