Ishares US Manufacturing ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.67% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 3.28 | |
| 0.0000 | 0.00 | |
| 0.8933 | 66.16 | |
| 0.1278 | 3.34 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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