iShares Russell 2000 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.29% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8796 | 303.93 | |
| 0.1534 | 45.52 | |
| 0.0058 | 5.99 | |
| 0.0242 | 8.11 | |
| 0.9727 | 280.24 |
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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