iShares Morningstar Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.63% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 4.13 | |
| 0.1290 | 33.52 | |
| 0.9805 | 808.31 | |
| -0.1091 | -33.30 |
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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