iShares North American Natural Resources ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.45% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 15.09 | |
| 0.0214 | 9.19 | |
| 0.9187 | 446.17 | |
| 0.0877 | 13.66 |
Estimation Period:
Nov 26, 2001 to Feb 6, 2026
Nov 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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