Emerging Market Consumer ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.92% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2177 | 10.47 | |
| 0.0172 | 1.46 | |
| 0.6735 | 28.18 | |
| 0.2168 | 3.70 |
Estimation Period:
May 15, 2023 to Feb 6, 2026
May 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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