iShares Morningstar Small-Cap Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.80% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0095 | -2.54 | |
| 0.0733 | 35.52 | |
| 0.8927 | 369.20 | |
| 1.0107 | 34.42 |
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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