iShares U.S. Thematic Rotation Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.80% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 6.22 | |
| 0.0000 | 0.00 | |
| 0.9050 | 185.00 | |
| 0.1487 | 8.92 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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