iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.11% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 19.77 | |
| 0.0274 | 9.98 | |
| 0.8944 | 320.34 | |
| 0.1120 | 17.13 |
Estimation Period:
Apr 14, 2003 to Dec 5, 2025
Apr 14, 2003 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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