iShares Core S&P Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.06% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1237 | 8.76 | |
| 0.0948 | 8.66 | |
| 0.8701 | 64.44 | |
| 0.0280 | 2.90 | |
| -0.0500 | -3.33 | |
| 0.0457 | 3.85 | |
| -0.0353 | -4.17 |
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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