iShares Russell Mid-Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.17% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 20.53 | |
| 0.1226 | 39.01 | |
| 0.8579 | 272.27 |
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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