iShares U.S. Home Construction ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.02% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 13.41 | |
| 0.0213 | 10.69 | |
| 0.9413 | 484.44 | |
| 0.0619 | 13.20 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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