iShares US Consumer Staples ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.68% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 20.65 | |
| 0.0281 | 7.94 | |
| 0.8810 | 305.38 | |
| 0.1276 | 18.33 |
Estimation Period:
Jun 16, 2000 to Feb 6, 2026
Jun 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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