iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:16.03% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 19.76 | |
| 0.0270 | 9.85 | |
| 0.8948 | 321.28 | |
| 0.1121 | 17.18 |
Estimation Period:
Apr 14, 2003 to Nov 28, 2025
Apr 14, 2003 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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