iShares S&P Mid-Cap 400 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.08% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 16.66 | |
| 0.0102 | 4.47 | |
| 0.8961 | 451.68 | |
| 0.1488 | 24.90 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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