Global X MSCI Argentina ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.85% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 10.19 | |
| 0.0319 | 5.10 | |
| 0.9129 | 142.89 | |
| 0.0716 | 10.03 |
Estimation Period:
Mar 3, 2011 to Feb 13, 2026
Mar 3, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Global X MSCI Argentina ETF Analyses
Other GJR-GARCH Analyses on ETFs