Global X Emerging Markets Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.50% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 4.73 | |
| 0.0246 | 6.26 | |
| 0.9437 | 284.33 | |
| 0.0549 | 5.01 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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