iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:32.53% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 20.26 | |
| 0.0278 | 10.03 | |
| 0.8934 | 317.61 | |
| 0.1123 | 17.16 |
Estimation Period:
Apr 14, 2003 to Mar 13, 2026
Apr 14, 2003 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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