iShares Morningstar Mid-Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.44% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 20.13 | |
| 0.0000 | 0.00 | |
| 0.8979 | 405.94 | |
| 0.1610 | 25.58 |
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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