iShares Environmentally Aware Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.64% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1228 | 6.95 | |
| 0.0316 | 2.50 | |
| 0.7748 | 32.78 | |
| 0.1288 | 2.60 |
Estimation Period:
Nov 18, 2022 to Feb 13, 2026
Nov 18, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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