iShares Short Maturity Municipal Bond Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.23% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 15.71 | |
| 0.1685 | 9.55 | |
| 0.7419 | 82.15 | |
| 0.0598 | 1.75 |
Estimation Period:
Mar 5, 2015 to Feb 6, 2026
Mar 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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