iShares Core S&P Total US Stock Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.71% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 15.72 | |
| 0.0000 | 0.00 | |
| 0.8788 | 255.69 | |
| 0.1933 | 22.75 |
Estimation Period:
Jan 23, 2004 to Feb 13, 2026
Jan 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core S&P Total US Stock Market ETF Analyses
Other GJR-GARCH Analyses on ETFs