iShares S&P Small-Cap 600 Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.22% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0118 | -4.43 | |
| 0.0695 | 39.53 | |
| 0.9096 | 447.88 | |
| 0.8944 | 37.33 |
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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