Ishares GBL Infrastructure GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.40% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 19.09 | |
| 0.0321 | 7.80 | |
| 0.8958 | 315.41 | |
| 0.0991 | 11.68 |
Estimation Period:
Aug 27, 2008 to Feb 6, 2026
Aug 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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