iShares Russell 2000 ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.92% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 5.07 | |
| 0.1280 | 34.14 | |
| 0.9766 | 729.87 | |
| -0.1064 | -33.25 |
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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