iShares Russell 1000 Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.56% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 19.87 | |
| 0.0054 | 2.13 | |
| 0.8785 | 380.79 | |
| 0.1884 | 30.72 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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