iShares Semiconductor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.22% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 15.41 | |
| 0.0267 | 9.82 | |
| 0.9227 | 406.48 | |
| 0.0762 | 14.63 |
Estimation Period:
Jul 13, 2001 to Feb 13, 2026
Jul 13, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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