iShares Global Infrastructure ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.34% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 20.00 | |
| 0.0553 | 9.43 | |
| 0.8781 | 241.57 | |
| 0.0995 | 11.07 |
Estimation Period:
Dec 12, 2007 to Feb 6, 2026
Dec 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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