iShares Russell Mid-Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.14% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1196 | 4.66 | |
| 0.1225 | 9.12 | |
| 0.8439 | 57.06 | |
| 0.0489 | 2.75 | |
| -0.0918 | -3.75 | |
| 0.0884 | 4.74 | |
| -0.0865 | -3.07 |
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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