iShares S&P Small-Cap 600 Value ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.15% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 27.86 | |
| 0.0671 | 30.97 | |
| 0.9245 | 466.67 | |
| 0.7246 | 25.20 | |
| 1.1573 | 35.20 |
Estimation Period:
Jul 28, 2000 to Feb 20, 2026
Jul 28, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares S&P Small-Cap 600 Value ETF Analyses
Other APARCH Analyses on ETFs