iShares Core S&P Mid-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.25% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 15.59 | |
| 0.0094 | 4.54 | |
| 0.8938 | 430.56 | |
| 0.1501 | 23.84 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core S&P Mid-Cap ETF Analyses
Other GJR-GARCH Analyses on ETFs