iShares Morningstar Mid-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.29% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.99 | |
| 0.1579 | 33.29 | |
| 0.9752 | 787.75 | |
| -0.1306 | -33.52 |
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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