iShares Morningstar Small-Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.16% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 14.88 | |
| 0.0000 | 0.00 | |
| 0.9085 | 368.58 | |
| 0.1300 | 22.28 |
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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