iShares Russell 1000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.58% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 15.30 | |
| 0.0000 | 0.00 | |
| 0.8881 | 330.89 | |
| 0.1816 | 25.18 |
Estimation Period:
May 19, 2000 to Feb 13, 2026
May 19, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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