iShares Global Consumer Discretionary ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.95% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 18.41 | |
| 0.0321 | 7.13 | |
| 0.8921 | 284.38 | |
| 0.1237 | 15.80 |
Estimation Period:
Sep 21, 2006 to Feb 13, 2026
Sep 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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