V-Lab
iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.54% (-0.65%)
Analysis last updated: Thursday, April 18, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 18.61 | |
| 0.0261 | 9.53 | |
| 0.8995 | 327.33 | |
| 0.1075 | 16.65 |
Estimation Period:
Apr 14, 2003 to Apr 12, 2024
Apr 14, 2003 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets ETF Analyses