iShares Morningstar Mid-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.12% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 18.04 | |
| 0.0075 | 2.83 | |
| 0.8828 | 344.05 | |
| 0.1747 | 28.47 |
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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