iShares US Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.14% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 20.70 | |
| 0.0254 | 9.84 | |
| 0.8769 | 373.78 | |
| 0.1668 | 25.68 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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