iShares Micro-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.64% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 19.00 | |
| 0.0847 | 29.03 | |
| 0.8976 | 289.37 |
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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