iShares Russell Mid-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.17% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 3.07 | |
| 0.1413 | 34.47 | |
| 0.9765 | 850.60 | |
| -0.1247 | -34.03 |
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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