iShares Russell 2000 ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.51% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 20.86 | |
| 0.0883 | 35.49 | |
| 0.8920 | 325.53 |
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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