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V-Lab

iShares S&P Small-Cap 600 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.29% (+0.89%)
Analysis last updated: Thursday, February 12, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares S&P Small-Cap 600 Growth ETF SGARCH
paramt-stat
ω1.28946.39
α0.09126.88
β0.860656.69
γ10.00860.10
γ20.01860.14
γ30.08530.74
γ4-0.3537-2.72
γ50.53092.51
γ6-0.5807-1.73
γ70.48931.45
γ8-0.2178-1.00
γ9-0.0494-0.35
γ100.13000.84
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts