Emerging Market Consumer ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:15.73% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2134 | 10.42 | |
| 0.0164 | 1.46 | |
| 0.6814 | 29.12 | |
| 0.2104 | 3.65 |
Estimation Period:
May 15, 2023 to Feb 27, 2026
May 15, 2023 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Emerging Market Consumer ETF Analyses
Other GJR-GARCH Analyses on ETFs