Ishares Large CAP MAX BU ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.16% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 4.27 | |
| 0.0000 | 0.00 | |
| 0.8377 | 42.61 | |
| 0.1636 | 4.49 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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