iShares Morningstar Small-Cap Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.84% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9937 | 9.53 | |
| 0.0826 | 7.51 | |
| 0.8938 | 71.74 | |
| 0.0027 | 1.80 |
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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