Ishares TOP 20 US Stocks ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.25% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 2.97 | |
| 0.0000 | 0.00 | |
| 0.8694 | 36.25 | |
| 0.1668 | 3.04 |
Estimation Period:
Oct 24, 2024 to Feb 6, 2026
Oct 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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