iShares U.S. Industrials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.62% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 16.20 | |
| 0.0000 | 0.00 | |
| 0.9149 | 428.51 | |
| 0.1362 | 29.69 |
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Jul 14, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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