iShares Russell 2000 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.15% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 17.34 | |
| 0.0047 | 2.23 | |
| 0.9052 | 428.20 | |
| 0.1338 | 24.27 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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