iShares Morningstar Mid-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.02% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5517 | 6.17 | |
| 0.1228 | 9.17 | |
| 0.8454 | 56.36 | |
| -0.0517 | -4.16 | |
| 0.0769 | 3.96 | |
| -0.0362 | -1.93 |
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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