iShares Global Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.81% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 12.35 | |
| 0.0140 | 5.39 | |
| 0.8989 | 446.30 | |
| 0.1431 | 18.98 |
Estimation Period:
Nov 27, 2001 to Feb 13, 2026
Nov 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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