iShares Core S&P Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.22% (+3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 18.46 | |
| 0.0147 | 6.98 | |
| 0.8954 | 386.79 | |
| 0.1337 | 22.45 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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