iShares Morningstar Mid-Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.98% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4976 | 4.84 | |
| 0.1245 | 9.38 | |
| 0.8498 | 62.31 | |
| -0.0502 | -3.59 | |
| 0.0715 | 3.70 | |
| -0.0281 | -3.35 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Morningstar Mid-Cap Value ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs