iShares Morningstar Mid-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.79% (+4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0089 | -3.47 | |
| 0.1026 | 40.01 | |
| 0.8698 | 300.87 | |
| 0.6960 | 32.36 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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