iShares Russell 2000 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.71% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1766 | 11.64 | |
| 0.0889 | 8.79 | |
| 0.8861 | 78.27 | |
| 0.0034 | 3.17 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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