Ishares S&P US DIV Growers GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.89% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 14.20 | |
| 0.0063 | 2.39 | |
| 0.8964 | 259.15 | |
| 0.1494 | 21.32 |
Estimation Period:
Sep 13, 2011 to Feb 6, 2026
Sep 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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