iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, March 26th, 2026
1 Day
32.30%
decreased by 1.38%
1 Week
31.96%
decreased by 1.72%
1 Month
30.75%
decreased by 2.93%
Analysis last updated: Wednesday, March 25, 2026 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 20.25 | |
| 0.0277 | 10.01 | |
| 0.8935 | 318.08 | |
| 0.1125 | 17.23 |
Estimation Period:
Apr 14, 2003 to Mar 20, 2026
Apr 14, 2003 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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