iShares Morningstar Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.39% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0152 | -5.35 | |
| 0.0833 | 42.09 | |
| 0.8908 | 404.56 | |
| 0.8787 | 36.26 |
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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