iShares Morningstar Small-Cap Value ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.30% (+3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 26.43 | |
| 0.0754 | 33.07 | |
| 0.9241 | 441.51 | |
| 0.7086 | 26.03 | |
| 1.0504 | 32.61 |
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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