iShares Morningstar Mid-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.22% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5596 | 6.27 | |
| 0.1228 | 9.19 | |
| 0.8457 | 56.64 | |
| -0.0501 | -4.32 | |
| 0.0734 | 4.37 | |
| -0.0305 | -3.67 |
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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