Emerging Market Consumer ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.46% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2130 | 10.43 | |
| 0.0166 | 1.45 | |
| 0.6821 | 29.20 | |
| 0.2098 | 3.63 |
Estimation Period:
May 15, 2023 to Feb 20, 2026
May 15, 2023 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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