iShares Russell 2000 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.65% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0224 | -6.00 | |
| 0.0795 | 41.16 | |
| 0.8898 | 421.30 | |
| 1.0453 | 33.70 |
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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