iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:18.40% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 19.77 | |
| 0.0268 | 9.79 | |
| 0.8948 | 321.52 | |
| 0.1124 | 17.24 |
Estimation Period:
Apr 14, 2003 to Nov 7, 2025
Apr 14, 2003 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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