iShares Currency Hedged MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.57% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0677 | 17.46 | |
| 0.0381 | 7.43 | |
| 0.8291 | 144.55 | |
| 0.1490 | 10.63 |
Estimation Period:
Sep 25, 2014 to Feb 6, 2026
Sep 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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