Ishares IBD OCT 2026 T T ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.44% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 1.48 | |
| 0.0473 | 0.45 | |
| 0.3955 | 1.07 | |
| -0.0473 | -0.45 |
Estimation Period:
Sep 18, 2023 to Feb 6, 2026
Sep 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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