iShares Micro-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.27% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 17.08 | |
| 0.0248 | 9.26 | |
| 0.9014 | 353.49 | |
| 0.1060 | 15.71 |
Estimation Period:
Aug 16, 2005 to Feb 13, 2026
Aug 16, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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