iShares Global Comm Services ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.02% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 15.54 | |
| 0.0351 | 10.97 | |
| 0.8872 | 330.30 | |
| 0.1083 | 14.76 |
Estimation Period:
Nov 28, 2001 to Feb 13, 2026
Nov 28, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Comm Services ETF Analyses
Other GJR-GARCH Analyses on ETFs