iShares Micro-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.99% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 1.09 | |
| 0.0790 | 34.01 | |
| 0.8958 | 345.99 | |
| 0.8188 | 32.19 |
Estimation Period:
Aug 16, 2005 to Feb 6, 2026
Aug 16, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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