iShares U.S. Healthcare ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.03% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 18.12 | |
| 0.0155 | 6.39 | |
| 0.9024 | 325.43 | |
| 0.1158 | 20.62 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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