Ishares S&P 500 3 Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.01% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1491 | 7.87 | |
| 0.0000 | 0.00 | |
| 0.6007 | 15.22 | |
| 0.2913 | 4.35 |
Estimation Period:
Apr 16, 2025 to Feb 6, 2026
Apr 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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