iShares Russell Top 200 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.35% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 18.66 | |
| 0.0200 | 2.53 | |
| 0.8627 | 189.44 | |
| 0.1919 | 19.41 |
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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