Emerging Market Consumer ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.30%
decreased by 1.75%
1 Week
34.78%
decreased by 2.27%
1 Month
32.93%
decreased by 4.12%
Analysis last updated: Friday, June 12, 2026 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 5.46 | |
| 0.0303 | 3.49 | |
| 0.8999 | 128.52 | |
| 0.0945 | 3.99 |
Estimation Period:
May 15, 2023 to Jun 12, 2026
May 15, 2023 to Jun 12, 2026
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