iShares Morningstar Small-Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.97% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6031 | 6.23 | |
| 0.0967 | 7.95 | |
| 0.8747 | 64.00 | |
| -0.0461 | -3.74 | |
| 0.0760 | 4.01 | |
| -0.0457 | -2.56 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Morningstar Small-Cap Value ETF Analyses
Other Spline-GARCH Analyses on ETFs