iShares Russell 2000 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
16.75%
increased by 0.44%
1 Week
17.04%
increased by 0.73%
1 Month
17.98%
increased by 1.67%
Analysis last updated: Tuesday, July 7, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 17.73 | |
| 0.0124 | 5.94 | |
| 0.8990 | 419.89 | |
| 0.1315 | 22.24 |
Estimation Period:
May 29, 2000 to Jul 2, 2026
May 29, 2000 to Jul 2, 2026
Other iShares Russell 2000 ETF Analyses
Other GJR-GARCH Analyses on ETFs