iShares Russell Mid-Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.97% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 3.28 | |
| 0.1678 | 41.42 | |
| 0.9752 | 866.87 | |
| -0.1199 | -30.57 |
Estimation Period:
Aug 3, 2001 to Feb 6, 2026
Aug 3, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell Mid-Cap Value ETF Analyses
Other EGARCH Analyses on ETFs