Ishares Glbl Monthly DIV IDX GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.48% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 14.35 | |
| 0.0406 | 9.67 | |
| 0.8619 | 291.19 | |
| 0.1725 | 16.69 |
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Jan 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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