iShares Morningstar Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.99% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6257 | 6.81 | |
| 0.0948 | 7.73 | |
| 0.8734 | 61.18 | |
| -0.0435 | -4.18 | |
| 0.0691 | 4.59 | |
| -0.0353 | -4.67 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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