iShares Morningstar Mid-Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.15% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4869 | 4.73 | |
| 0.1248 | 9.34 | |
| 0.8491 | 61.45 | |
| -0.0526 | -3.52 | |
| 0.0762 | 3.46 | |
| -0.0353 | -1.84 |
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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