iShares Russell Mid-Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.91% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 4.55 | |
| 0.0284 | 1.80 | |
| 0.8597 | 87.71 | |
| 0.1425 | 4.47 |
Estimation Period:
Aug 3, 2001 to Feb 6, 2026
Aug 3, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell Mid-Cap Growth ETF Analyses
Other GJR-GARCH Analyses on ETFs