iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.91% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 19.93 | |
| 0.0269 | 9.90 | |
| 0.8947 | 322.77 | |
| 0.1119 | 17.17 |
Estimation Period:
Apr 14, 2003 to Feb 13, 2026
Apr 14, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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