iShares Russell Top 200 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.94% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 12.30 | |
| 0.0079 | 0.93 | |
| 0.8727 | 178.58 | |
| 0.1805 | 12.26 |
Estimation Period:
Sep 28, 2009 to Feb 13, 2026
Sep 28, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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