iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.04% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 19.79 | |
| 0.0275 | 10.03 | |
| 0.8943 | 320.18 | |
| 0.1120 | 17.12 |
Estimation Period:
Apr 14, 2003 to Dec 12, 2025
Apr 14, 2003 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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