iShares Russell 2000 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.08% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2278 | 8.93 | |
| 0.0906 | 8.55 | |
| 0.8759 | 68.44 | |
| 0.0320 | 3.23 | |
| -0.0574 | -3.75 | |
| 0.0532 | 4.33 | |
| -0.0407 | -4.58 |
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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