iShares Russell Mid-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.54% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 16.78 | |
| 0.0054 | 2.16 | |
| 0.8939 | 389.65 | |
| 0.1603 | 27.97 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Russell Mid-Cap ETF Analyses
Other GJR-GARCH Analyses on ETFs