iShares US Equity Factor ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.93% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 12.55 | |
| 0.0174 | 1.85 | |
| 0.8369 | 107.06 | |
| 0.2284 | 18.50 |
Estimation Period:
Apr 30, 2015 to Feb 6, 2026
Apr 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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