iShares Asia 50 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.77% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.59 | |
| 0.0258 | 9.72 | |
| 0.9098 | 336.59 | |
| 0.1001 | 15.80 |
Estimation Period:
Nov 20, 2007 to Feb 6, 2026
Nov 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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