iShares U.S. Industry Rotation Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.32% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 5.80 | |
| 0.0000 | 0.00 | |
| 0.8356 | 48.54 | |
| 0.2200 | 5.61 |
Estimation Period:
Mar 29, 2024 to Feb 6, 2026
Mar 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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