iShares Emerging Markets Equity Factor GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.25% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 10.01 | |
| 0.0039 | 0.94 | |
| 0.9201 | 159.11 | |
| 0.0924 | 9.20 |
Estimation Period:
Dec 18, 2015 to Feb 6, 2026
Dec 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Emerging Markets Equity Factor Analyses
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