iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.84% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 19.92 | |
| 0.0268 | 9.89 | |
| 0.8948 | 323.16 | |
| 0.1118 | 17.17 |
Estimation Period:
Apr 14, 2003 to Feb 20, 2026
Apr 14, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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