iShares Russell 2000 Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.92% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 21.79 | |
| 0.0923 | 34.97 | |
| 0.8883 | 313.65 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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