iShares Russell 2000 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.42%
decreased by 1.14%
1 Week
25.29%
decreased by 1.27%
1 Month
24.84%
decreased by 1.72%
Analysis last updated: Tuesday, June 9, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 17.69 | |
| 0.0126 | 6.01 | |
| 0.8991 | 419.97 | |
| 0.1313 | 22.18 |
Estimation Period:
May 29, 2000 to Jun 5, 2026
May 29, 2000 to Jun 5, 2026
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