iShares Morningstar Mid-Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.60% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 0.91 | |
| 0.1060 | 38.73 | |
| 0.8723 | 315.48 | |
| 0.5403 | 28.86 |
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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