iShares U.S. Financial Services ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.20% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 19.98 | |
| 0.0248 | 9.70 | |
| 0.8867 | 366.55 | |
| 0.1489 | 23.75 |
Estimation Period:
Jun 21, 2000 to Feb 13, 2026
Jun 21, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares U.S. Financial Services ETF Analyses
Other GJR-GARCH Analyses on ETFs