BlackRock Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.65% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 18.90 | |
| 0.0425 | 16.42 | |
| 0.9122 | 405.26 | |
| 0.0659 | 11.44 |
Estimation Period:
Oct 1, 1999 to Feb 20, 2026
Oct 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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