iShares Russell Mid-Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.02% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0044 | -2.03 | |
| 0.1022 | 41.97 | |
| 0.8709 | 318.32 | |
| 0.6481 | 32.32 |
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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