iShares S&P 500 Growth ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.68% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 17.31 | |
| 0.0064 | 1.25 | |
| 0.8901 | 263.98 | |
| 0.1694 | 25.64 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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