iShares Core S&P U.S. Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.88% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 15.40 | |
| 0.0000 | 0.00 | |
| 0.9044 | 293.05 | |
| 0.1567 | 26.09 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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