iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:19.94% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 19.77 | |
| 0.0268 | 9.78 | |
| 0.8947 | 321.13 | |
| 0.1126 | 17.26 |
Estimation Period:
Apr 14, 2003 to Oct 31, 2025
Apr 14, 2003 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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