iShares International Dividend Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:11.51% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 8.19 | |
| 0.0115 | 3.03 | |
| 0.9195 | 238.14 | |
| 0.0892 | 7.43 |
Estimation Period:
May 19, 2016 to Feb 13, 2026
May 19, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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