iShares Russell Mid-Cap Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.82% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5824 | 4.37 | |
| 0.1088 | 8.38 | |
| 0.8443 | 44.79 | |
| -0.1004 | -0.77 | |
| 0.3302 | 1.72 | |
| -0.3106 | -2.37 | |
| -0.0208 | -0.19 | |
| 0.3421 | 2.62 | |
| -0.6136 | -2.15 | |
| 0.7276 | 1.95 | |
| -0.4691 | -1.67 | |
| 0.0377 | 0.21 | |
| 0.2170 | 1.19 |
Estimation Period:
Aug 3, 2001 to Feb 6, 2026
Aug 3, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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