Ishares LRG CP MX BFR JN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.88% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 4.19 | |
| 0.0000 | 0.00 | |
| 0.8908 | 85.30 | |
| 0.2103 | 9.04 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares LRG CP MX BFR JN ETF Analyses
Other GJR-GARCH Analyses on ETFs