iShares Russell 2000 Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.65% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8156 | 7.15 | |
| 0.0967 | 8.68 | |
| 0.8764 | 71.31 | |
| -0.0057 | -1.55 | |
| 0.0159 | 2.50 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell 2000 Value ETF Analyses
Other Spline-GARCH Analyses on ETFs