iShares U.S. Basic Materials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.95% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 10.60 | |
| 0.0137 | 6.74 | |
| 0.9276 | 432.23 | |
| 0.0935 | 17.97 |
Estimation Period:
Jun 20, 2000 to Feb 13, 2026
Jun 20, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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