iShares Core S&P Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.25% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 21.64 | |
| 0.0925 | 36.21 | |
| 0.8840 | 303.57 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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