iShares US Regional Banks ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.68% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 12.86 | |
| 0.0311 | 13.42 | |
| 0.9121 | 381.62 | |
| 0.1035 | 14.64 |
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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