iShares US Pharmaceuticals ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.04% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 19.38 | |
| 0.0099 | 4.10 | |
| 0.8855 | 284.83 | |
| 0.1363 | 18.90 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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