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	param	t-stat
$ω$	0.0104	4.43
$α$	0.1376	33.74
$β$	0.9848	987.74
$γ$	-0.0959	-27.68

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iShares Morningstar Small-Cap Value ETF EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:17.20% (+3.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Morningstar Small-Cap Value ETF Analyses