iShares Morningstar Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.32% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8878 | 302.17 | |
| 0.1514 | 41.60 | |
| 0.0038 | 5.42 | |
| 0.0183 | 7.00 | |
| 0.9795 | 319.58 |
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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