iShares MSCI Agriculture Producers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.11% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 15.81 | |
| 0.0382 | 9.41 | |
| 0.8920 | 259.61 | |
| 0.0911 | 10.58 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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