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	param	t-stat
$ω$	0.0335	17.94
$α$	0.0158	7.85
$β$	0.8917	408.65
$γ$	0.1428	23.44

V-Lab

iShares S&P Mid-Cap 400 Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.45% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares S&P Mid-Cap 400 Value ETF Analyses