iShares Dow Jones U.S. ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.44% (+3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 15.45 | |
| 0.0000 | 0.00 | |
| 0.8925 | 346.45 | |
| 0.1756 | 24.49 |
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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