iShares Morningstar Mid-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.96% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8534 | 241.63 | |
| 0.1959 | 42.63 | |
| 0.0184 | 4.40 | |
| 0.1091 | 3.62 | |
| 0.8760 | 25.73 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Morningstar Mid-Cap ETF Analyses
Other MF2-GARCH Analyses on ETFs