iShares Russell 3000 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
16.74%
decreased by 0.83%
1 Week
16.77%
decreased by 0.80%
1 Month
16.86%
decreased by 0.71%
Analysis last updated: Thursday, June 25, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 16.87 | |
| 0.0000 | 0.00 | |
| 0.8862 | 341.38 | |
| 0.1829 | 25.93 |
Estimation Period:
May 29, 2000 to Jun 18, 2026
May 29, 2000 to Jun 18, 2026
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