iShares US Utilities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.40% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 24.72 | |
| 0.0416 | 12.15 | |
| 0.8978 | 331.53 | |
| 0.0743 | 11.28 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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