iShares Russell Top 200 Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.12% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 20.49 | |
| 0.0202 | 4.67 | |
| 0.8309 | 183.59 | |
| 0.2238 | 20.60 |
Estimation Period:
Sep 28, 2009 to Feb 13, 2026
Sep 28, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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