iShares Russell 2000 Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.11% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0081 | 3.70 | |
| 0.8712 | 278.71 | |
| 0.1537 | 42.18 | |
| 0.0068 | 5.58 | |
| 0.0301 | 6.85 | |
| 0.9664 | 188.09 |
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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