iShares Latin America 40 ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.24% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 19.12 | |
| 0.0295 | 11.70 | |
| 0.8950 | 324.75 | |
| 0.0970 | 14.06 |
Estimation Period:
Oct 26, 2001 to Feb 6, 2026
Oct 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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