iShares Micro-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.39% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0119 | 4.02 | |
| 0.8718 | 227.51 | |
| 0.1373 | 33.01 | |
| 0.0070 | 4.73 | |
| 0.0254 | 5.77 | |
| 0.9714 | 189.40 |
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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