iShares International Small GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.14% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 10.93 | |
| 0.0067 | 1.74 | |
| 0.8720 | 189.89 | |
| 0.1731 | 10.67 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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