iShares Breakthrough Environmental Solutions ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.97% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5865 | 9.45 | |
| 0.0479 | 3.34 | |
| 0.6054 | 17.33 | |
| 0.1380 | 2.21 |
Estimation Period:
Apr 3, 2023 to Feb 6, 2026
Apr 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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