iShares US Transportation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.45% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 13.88 | |
| 0.0000 | 0.00 | |
| 0.9245 | 428.60 | |
| 0.1102 | 22.10 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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