iShares Core Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.44% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 7.20 | |
| 0.0000 | 0.00 | |
| 0.9003 | 121.22 | |
| 0.1581 | 12.17 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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