iShares Cybersecurity and Tech ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.32% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 13.55 | |
| 0.0275 | 3.33 | |
| 0.8887 | 143.35 | |
| 0.1017 | 6.94 |
Estimation Period:
Jun 13, 2019 to Feb 13, 2026
Jun 13, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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