iShares S&P Small-Cap 600 Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.76% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9853 | 7.87 | |
| 0.0861 | 8.01 | |
| 0.8853 | 70.55 | |
| 0.0221 | 2.04 | |
| -0.0463 | -2.77 | |
| 0.0533 | 4.01 | |
| -0.0435 | -4.58 |
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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