iShares Global 100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.78% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 16.04 | |
| 0.0048 | 1.69 | |
| 0.9083 | 347.48 | |
| 0.1386 | 24.44 |
Estimation Period:
Dec 8, 2000 to Feb 13, 2026
Dec 8, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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