iShares Morningstar Multi-Asset Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.22% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 18.11 | |
| 0.0457 | 9.22 | |
| 0.8830 | 261.86 | |
| 0.1082 | 10.10 |
Estimation Period:
Apr 9, 2012 to Feb 13, 2026
Apr 9, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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