iShares Russell Mid-Cap Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.21% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6014 | 4.36 | |
| 0.1083 | 8.44 | |
| 0.8462 | 45.68 | |
| -0.0825 | -0.63 | |
| 0.3019 | 1.56 | |
| -0.2985 | -2.26 | |
| -0.0163 | -0.14 | |
| 0.3289 | 2.47 | |
| -0.6058 | -2.10 | |
| 0.7338 | 1.96 | |
| -0.4982 | -1.81 | |
| 0.1087 | 0.67 | |
| 0.0531 | 0.56 |
Estimation Period:
Aug 3, 2001 to Feb 13, 2026
Aug 3, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell Mid-Cap Growth ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs