iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.96% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 19.92 | |
| 0.0268 | 9.91 | |
| 0.8948 | 323.40 | |
| 0.1118 | 17.19 |
Estimation Period:
Apr 14, 2003 to Feb 27, 2026
Apr 14, 2003 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets ETF Analyses
Other GJR-GARCH Analyses on ETFs