Ishares Global Agriculture GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.81% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 13.63 | |
| 0.0392 | 14.57 | |
| 0.9021 | 350.59 | |
| 0.0819 | 11.34 |
Estimation Period:
Dec 20, 2007 to Feb 6, 2026
Dec 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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