iShares Select Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.57% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 16.03 | |
| 0.0167 | 7.07 | |
| 0.8871 | 360.92 | |
| 0.1614 | 24.92 |
Estimation Period:
Nov 7, 2003 to Feb 13, 2026
Nov 7, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Select Dividend ETF Analyses
Other GJR-GARCH Analyses on ETFs