Ishares Managed Futr ACT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.79% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 0.13 | |
| 0.0555 | 0.46 | |
| 0.9723 | 7.63 | |
| -0.0555 | -0.52 |
Estimation Period:
Mar 13, 2025 to Feb 13, 2026
Mar 13, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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