iShares S&P Small-Cap 600 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.06% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 6.60 | |
| 0.0280 | 2.40 | |
| 0.8879 | 147.93 | |
| 0.0977 | 4.41 |
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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