Ishares High YLD MN Actv ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.63% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 8.57 | |
| 0.1890 | 5.93 | |
| 0.5667 | 20.62 | |
| 0.2541 | 2.34 |
Estimation Period:
Feb 10, 2025 to Feb 6, 2026
Feb 10, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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