iShares S&P Small-Cap 600 Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.55% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 20.52 | |
| 0.0837 | 33.59 | |
| 0.8991 | 337.49 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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