Ishares IBO OCT 2031 T T ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:3.87% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 1.14 | |
| 0.0262 | 1.77 | |
| 0.9801 | 192.78 | |
| -0.0262 | -2.24 |
Estimation Period:
Sep 22, 2023 to Feb 13, 2026
Sep 22, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ishares IBO OCT 2031 T T ETF Analyses
Other GJR-GARCH Analyses on ETFs