iShares MSCI Global Min Vol Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.42% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 15.05 | |
| 0.0178 | 4.56 | |
| 0.8807 | 180.04 | |
| 0.1426 | 11.90 |
Estimation Period:
Oct 20, 2011 to Feb 13, 2026
Oct 20, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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