iShares Morningstar Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.97% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 19.97 | |
| 0.0915 | 32.06 | |
| 0.8908 | 291.60 |
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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