iShares Morningstar Small-Cap Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.77% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9210 | 9.41 | |
| 0.0824 | 7.57 | |
| 0.8957 | 73.91 | |
| -0.0000 | -0.02 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Morningstar Small-Cap Growth ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs