iShares S&P 100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.10% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 15.01 | |
| 0.0000 | 0.00 | |
| 0.8990 | 264.33 | |
| 0.1650 | 21.91 |
Estimation Period:
Oct 27, 2000 to Feb 6, 2026
Oct 27, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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