Ishares Global REA ES IN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.15% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 12.73 | |
| 0.0392 | 11.42 | |
| 0.9210 | 336.24 | |
| 0.0564 | 7.28 |
Estimation Period:
Aug 26, 2008 to Feb 6, 2026
Aug 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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