iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.88% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 19.74 | |
| 0.0267 | 9.82 | |
| 0.8950 | 322.86 | |
| 0.1121 | 17.22 |
Estimation Period:
Apr 14, 2003 to Jan 9, 2026
Apr 14, 2003 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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