iShares Russell Mid-Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.75% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 16.86 | |
| 0.0181 | 7.60 | |
| 0.8799 | 374.41 | |
| 0.1631 | 25.60 |
Estimation Period:
Aug 3, 2001 to Feb 6, 2026
Aug 3, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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