iShares Morningstar Mid-Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.23% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 19.61 | |
| 0.0289 | 10.02 | |
| 0.8819 | 357.19 | |
| 0.1437 | 21.27 |
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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