iShares S&P Small-Cap 600 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.29% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2894 | 6.39 | |
| 0.0912 | 6.88 | |
| 0.8606 | 56.69 | |
| 0.0086 | 0.10 | |
| 0.0186 | 0.14 | |
| 0.0853 | 0.74 | |
| -0.3537 | -2.72 | |
| 0.5309 | 2.51 | |
| -0.5807 | -1.73 | |
| 0.4893 | 1.45 | |
| -0.2178 | -1.00 | |
| -0.0494 | -0.35 | |
| 0.1300 | 0.84 |
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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