iShares Core High Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.82% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 20.00 | |
| 0.0604 | 13.17 | |
| 0.8069 | 148.63 | |
| 0.1996 | 15.52 |
Estimation Period:
Mar 31, 2011 to Feb 6, 2026
Mar 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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