iShares Russell Mid-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.81% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4807 | 3.80 | |
| 0.1095 | 8.91 | |
| 0.8611 | 60.95 | |
| 0.0588 | 2.87 | |
| -0.0983 | -3.55 | |
| 0.0797 | 4.12 | |
| -0.0738 | -2.61 |
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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