iShares Morningstar Small-Cap Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.18% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 3.61 | |
| 0.1124 | 29.04 | |
| 0.9760 | 564.18 | |
| -0.1070 | -29.33 |
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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