iShares Morningstar Small-Cap Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.49% (+3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8854 | 253.90 | |
| 0.1442 | 37.78 | |
| 0.0101 | 4.37 | |
| 0.0230 | 4.30 | |
| 0.9712 | 146.60 |
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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