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	param	t-stat
$ω$	0.0209	21.08
$α$	0.0507	12.36
$β$	0.8715	317.24
$γ$	0.1450	14.44

V-Lab

iShares Mortgage Real Estate ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:19.94% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Mortgage Real Estate ETF Analyses