iShares Micro-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.19% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 5.59 | |
| 0.1383 | 28.57 | |
| 0.9768 | 701.20 | |
| -0.0864 | -20.22 |
Estimation Period:
Aug 16, 2005 to Feb 13, 2026
Aug 16, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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