iShares S&P Mid-Cap 400 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.77% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7675 | 8.34 | |
| 0.1070 | 9.57 | |
| 0.8584 | 63.55 | |
| 0.0621 | 6.12 | |
| -0.0967 | -6.15 | |
| 0.0674 | 4.66 | |
| -0.0531 | -2.32 |
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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