iShares MSCI Emerging Markets Asia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.62% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 16.78 | |
| 0.0185 | 5.32 | |
| 0.8813 | 217.56 | |
| 0.1240 | 12.21 |
Estimation Period:
Feb 9, 2012 to Feb 6, 2026
Feb 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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