iShares Russell Mid-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.29% (+4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -3.23 | |
| 0.1054 | 49.75 | |
| 0.8647 | 392.85 | |
| 0.7075 | 33.53 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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