iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
31.19%
decreased by 0.83%
1 Week
30.89%
decreased by 1.13%
1 Month
29.82%
decreased by 2.20%
Analysis last updated: Thursday, April 2, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 20.24 | |
| 0.0276 | 9.98 | |
| 0.8936 | 318.45 | |
| 0.1126 | 17.30 |
Estimation Period:
Apr 14, 2003 to Apr 2, 2026
Apr 14, 2003 to Apr 2, 2026
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