iShares Morningstar Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.68% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 18.93 | |
| 0.0000 | 0.00 | |
| 0.8904 | 290.22 | |
| 0.1735 | 24.20 |
Estimation Period:
Jul 13, 2004 to Feb 6, 2026
Jul 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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