iShares Morningstar Mid-Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.00% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 4.10 | |
| 0.1782 | 38.75 | |
| 0.9785 | 957.46 | |
| -0.1060 | -25.88 |
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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