iShares Core MSCI Emerging Markets ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.45% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 18.26 | |
| 0.0318 | 6.29 | |
| 0.8614 | 190.48 | |
| 0.1211 | 11.13 |
Estimation Period:
Oct 24, 2012 to Feb 13, 2026
Oct 24, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core MSCI Emerging Markets ETF Fund Analyses
Other GJR-GARCH Analyses on ETFs