Ishares Rssll 2000 Bywrt ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.49% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1639 | 7.40 | |
| 0.0000 | 0.00 | |
| 0.6623 | 22.10 | |
| 0.3491 | 5.27 |
Estimation Period:
Mar 15, 2024 to Feb 13, 2026
Mar 15, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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