iShares S&P Small-Cap 600 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.79% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 3.60 | |
| 0.1586 | 5.68 | |
| 0.9729 | 558.82 | |
| -0.0551 | -2.76 |
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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