iShares Micro-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.72% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6795 | 7.11 | |
| 0.0873 | 6.75 | |
| 0.8782 | 55.63 | |
| -0.0398 | -3.50 | |
| 0.0677 | 3.80 | |
| -0.0412 | -2.34 |
Estimation Period:
Aug 16, 2005 to Feb 13, 2026
Aug 16, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Micro-Cap ETF Analyses
Other Spline-GARCH Analyses on ETFs