Ishares IBD 30 TM HG YL N IN GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.89% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 7.40 | |
| 0.0859 | 6.38 | |
| 0.8410 | 52.92 | |
| 0.0935 | 2.43 |
Estimation Period:
Jun 26, 2023 to Feb 6, 2026
Jun 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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