iShares Expanded Tech Sector ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.80% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 14.99 | |
| 0.0140 | 5.07 | |
| 0.9079 | 381.32 | |
| 0.1261 | 20.44 |
Estimation Period:
Mar 19, 2001 to Feb 6, 2026
Mar 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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