iShares Russell 2000 Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.36% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0066 | -2.21 | |
| 0.0819 | 38.58 | |
| 0.8931 | 374.32 | |
| 0.8327 | 31.97 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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