iShares MSCI Emerging Markets Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.23% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 19.47 | |
| 0.0492 | 7.27 | |
| 0.8299 | 154.72 | |
| 0.1282 | 9.81 |
Estimation Period:
Aug 18, 2011 to Feb 13, 2026
Aug 18, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets Small-Cap ETF Analyses
Other GJR-GARCH Analyses on ETFs