iShares U.S. Broker-Dealers & Securities Exchanges ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.17% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 19.58 | |
| 0.0183 | 7.60 | |
| 0.8706 | 323.03 | |
| 0.1597 | 21.05 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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