iShares Morningstar Small-Cap Growth ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.91% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 19.46 | |
| 0.0818 | 30.04 | |
| 0.8962 | 288.34 |
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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