iShares Russell 3000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.66% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 16.73 | |
| 0.0000 | 0.00 | |
| 0.8859 | 336.20 | |
| 0.1838 | 25.62 |
Estimation Period:
May 29, 2000 to Feb 13, 2026
May 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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