iShares Core S&P 500 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.27% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 16.28 | |
| 0.0000 | 0.00 | |
| 0.8847 | 304.24 | |
| 0.1878 | 23.19 |
Estimation Period:
May 19, 2000 to Feb 6, 2026
May 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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