Ishares INT EQ Fctr RTN Actv GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.92% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1941 | 4.06 | |
| 0.0000 | 0.00 | |
| 0.5578 | 8.10 | |
| 0.4394 | 2.43 |
Estimation Period:
Aug 7, 2025 to Feb 6, 2026
Aug 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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