iShares Morningstar Mid-Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.80% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0051 | 1.86 | |
| 0.8590 | 287.68 | |
| 0.1710 | 41.15 | |
| 0.1260 | 0.80 | |
| 0.8782 | 0.75 | |
| 0.0219 | 0.02 |
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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