iShares Russell Mid-Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.51% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1185 | 4.51 | |
| 0.1224 | 9.23 | |
| 0.8463 | 58.95 | |
| 0.0446 | 2.45 | |
| -0.0817 | -3.33 | |
| 0.0714 | 4.64 | |
| -0.0488 | -4.37 |
Estimation Period:
Aug 3, 2001 to Feb 13, 2026
Aug 3, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell Mid-Cap Value ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs