Ishares Transition-Enbl Mtls GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.11% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 0.75 | |
| 0.0456 | 1.10 | |
| 0.9772 | 28.93 | |
| -0.0456 | -0.94 |
Estimation Period:
Sep 29, 2023 to Feb 6, 2026
Sep 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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