iShares S&P Small-Cap 600 Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.90% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0111 | 0.92 | |
| 0.8176 | 53.34 | |
| 0.1085 | 9.79 | |
| 0.6038 | 0.76 | |
| 0.6608 | 0.60 | |
| 0.0000 | 0.00 |
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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