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V-Lab

iShares Global Clean Energy Index ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

32.82%

increased by 0.08%

1 Week

32.54%

decreased by 0.20%

1 Month

31.68%

decreased by 1.06%

Analysis last updated: Saturday, July 25, 2026 at 09:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of iShares Global Clean Energy Index ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 3, 2022 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1271
8.96***
α

ARCH

Response to squared shocks

0.0034
0.49
β

GARCH

Volatility persistence

0.9489
184.11***
γ

leverage

Additional response to negative shocks

0.0189
1.64

Persistence:

0.962

Half-life:

18 days