iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:14.58% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 19.77 | |
| 0.0266 | 9.80 | |
| 0.8950 | 323.34 | |
| 0.1123 | 17.26 |
Estimation Period:
Apr 14, 2003 to Jan 23, 2026
Apr 14, 2003 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets ETF Analyses
Other GJR-GARCH Analyses on ETFs