iShares Morningstar Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.35% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 18.19 | |
| 0.1234 | 33.79 | |
| 0.8522 | 242.72 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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