iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:15.26% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 19.78 | |
| 0.0270 | 9.87 | |
| 0.8948 | 321.74 | |
| 0.1119 | 17.15 |
Estimation Period:
Apr 14, 2003 to Jan 2, 2026
Apr 14, 2003 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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