iShares ESG Advanced MSCI EM ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.87% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0843 | 13.28 | |
| 0.0891 | 5.55 | |
| 0.7989 | 83.74 | |
| 0.1403 | 4.65 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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