iShares Biotechnology ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.44% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 16.89 | |
| 0.0263 | 9.28 | |
| 0.9079 | 372.69 | |
| 0.0889 | 14.75 |
Estimation Period:
Feb 12, 2001 to Feb 6, 2026
Feb 12, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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