iShares Russell 1000 Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.63% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8476 | 308.35 | |
| 0.1984 | 51.34 | |
| 0.0909 | 0.81 | |
| 0.4626 | 0.72 | |
| 0.4461 | 0.59 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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