iShares Russell 2000 Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.75% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8953 | 7.16 | |
| 0.0969 | 8.51 | |
| 0.8704 | 65.90 | |
| 0.0203 | 1.78 | |
| -0.0475 | -2.77 | |
| 0.0581 | 4.47 | |
| -0.0457 | -4.89 |
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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