iShares Global Industrials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.20% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 16.98 | |
| 0.0124 | 3.46 | |
| 0.8999 | 329.52 | |
| 0.1441 | 22.98 |
Estimation Period:
Sep 27, 2006 to Feb 6, 2026
Sep 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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