iShares Russell 2000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.69% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 17.67 | |
| 0.0130 | 6.09 | |
| 0.8985 | 415.76 | |
| 0.1317 | 22.07 |
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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