iShares MSCI Emerging Markets ex China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.96% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 15.64 | |
| 0.0358 | 3.55 | |
| 0.8460 | 143.19 | |
| 0.1231 | 6.00 |
Estimation Period:
Jul 26, 2017 to Feb 6, 2026
Jul 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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