iShares US Consumer Discretionary ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.48% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 17.60 | |
| 0.0168 | 6.40 | |
| 0.8942 | 385.43 | |
| 0.1437 | 22.98 |
Estimation Period:
Jun 28, 2000 to Feb 13, 2026
Jun 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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