iShares Large Cap Moderate Quarterly Laddered ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.39% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 6.47 | |
| 0.0000 | 0.00 | |
| 0.8194 | 44.81 | |
| 0.2694 | 6.89 |
Estimation Period:
Jul 4, 2023 to Feb 6, 2026
Jul 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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