iShares Emerging Markets Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 20.07 | |
| 0.0572 | 9.71 | |
| 0.8552 | 186.47 | |
| 0.0755 | 6.23 |
Estimation Period:
Feb 24, 2012 to Feb 13, 2026
Feb 24, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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