iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.28% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 19.96 | |
| 0.0270 | 9.93 | |
| 0.8945 | 321.53 | |
| 0.1119 | 17.14 |
Estimation Period:
Apr 14, 2003 to Feb 6, 2026
Apr 14, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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