iShares Morningstar Small-Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.69% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0091 | -3.81 | |
| 0.0841 | 40.45 | |
| 0.8975 | 401.95 | |
| 0.7502 | 34.14 |
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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