iShares International Select Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.92% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 21.02 | |
| 0.0529 | 10.52 | |
| 0.8768 | 288.23 | |
| 0.1088 | 9.80 |
Estimation Period:
Jun 21, 2007 to Feb 13, 2026
Jun 21, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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