iShares Morningstar US Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.45% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 10.87 | |
| 0.0000 | 0.00 | |
| 0.8963 | 259.95 | |
| 0.1666 | 18.26 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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