iShares S&P Small-Cap 600 Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.53% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 5.68 | |
| 0.1257 | 33.93 | |
| 0.9811 | 936.14 | |
| -0.0915 | -27.13 |
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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