V-Lab
V-Lab
iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 23rd, 2025:31.76% (-1.30%)
Analysis last updated: Tuesday, April 22, 2025 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of iShares MSCI Emerging Markets ETF GJR-GARCH
paramt-stat
ω0.045619.36
α0.027410.09
β0.8983329.53
γ0.106916.52
Estimation Period:
Apr 14, 2003 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts