V-Lab
V-Lab
iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:38.82% (+17.75%)
Analysis last updated: Friday, April 4, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Emerging Markets ETF GJR-GARCH
paramt-stat
ω0.045019.35
α0.027710.21
β0.8990330.53
γ0.105116.33
Estimation Period:
Apr 14, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts