iShares MSCI Peru and Global Exposure ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.31% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 18.81 | |
| 0.0787 | 16.46 | |
| 0.8826 | 246.88 | |
| 0.0441 | 5.42 |
Estimation Period:
Jun 22, 2009 to Feb 6, 2026
Jun 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Peru and Global Exposure ETF Analyses
Other GJR-GARCH Analyses on ETFs