iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:25.47% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 19.74 | |
| 0.0271 | 9.84 | |
| 0.8945 | 319.48 | |
| 0.1126 | 17.17 |
Estimation Period:
Apr 14, 2003 to Oct 10, 2025
Apr 14, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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